Hierarchical Matrices

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Hierarchical Matrices Algorithms And Analysis
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Author : Wolfgang Hackbusch
language : en
Publisher: Springer
Release Date : 2015-12-21
Hierarchical Matrices Algorithms And Analysis written by Wolfgang Hackbusch and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-12-21 with Mathematics categories.
This self-contained monograph presents matrix algorithms and their analysis. The new technique enables not only the solution of linear systems but also the approximation of matrix functions, e.g., the matrix exponential. Other applications include the solution of matrix equations, e.g., the Lyapunov or Riccati equation. The required mathematical background can be found in the appendix. The numerical treatment of fully populated large-scale matrices is usually rather costly. However, the technique of hierarchical matrices makes it possible to store matrices and to perform matrix operations approximately with almost linear cost and a controllable degree of approximation error. For important classes of matrices, the computational cost increases only logarithmically with the approximation error. The operations provided include the matrix inversion and LU decomposition. Since large-scale linear algebra problems are standard in scientific computing, the subject of hierarchical matrices is of interest to scientists in computational mathematics, physics, chemistry and engineering.
Hierarchical Matrices
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Author : Mario Bebendorf
language : en
Publisher: Springer Science & Business Media
Release Date : 2008-06-25
Hierarchical Matrices written by Mario Bebendorf and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-06-25 with Mathematics categories.
Hierarchical matrices are an efficient framework for large-scale fully populated matrices arising, e.g., from the finite element discretization of solution operators of elliptic boundary value problems. In addition to storing such matrices, approximations of the usual matrix operations can be computed with logarithmic-linear complexity, which can be exploited to setup approximate preconditioners in an efficient and convenient way. Besides the algorithmic aspects of hierarchical matrices, the main aim of this book is to present their theoretical background. The book contains the existing approximation theory for elliptic problems including partial differential operators with nonsmooth coefficients. Furthermore, it presents in full detail the adaptive cross approximation method for the efficient treatment of integral operators with non-local kernel functions. The theory is supported by many numerical experiments from real applications.
Eigenvalue Algorithms For Symmetric Hierarchical Matrices
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Author : Thomas Mach
language : en
Publisher: Thomas Mach
Release Date : 2012
Eigenvalue Algorithms For Symmetric Hierarchical Matrices written by Thomas Mach and has been published by Thomas Mach this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012 with Mathematics categories.
This thesis is on the numerical computation of eigenvalues of symmetric hierarchical matrices. The numerical algorithms used for this computation are derivations of the LR Cholesky algorithm, the preconditioned inverse iteration, and a bisection method based on LDL factorizations. The investigation of QR decompositions for H-matrices leads to a new QR decomposition. It has some properties that are superior to the existing ones, which is shown by experiments using the HQR decompositions to build a QR (eigenvalue) algorithm for H-matrices does not progress to a more efficient algorithm than the LR Cholesky algorithm. The implementation of the LR Cholesky algorithm for hierarchical matrices together with deflation and shift strategies yields an algorithm that require O(n) iterations to find all eigenvalues. Unfortunately, the local ranks of the iterates show a strong growth in the first steps. These H-fill-ins makes the computation expensive, so that O(n³) flops and O(n²) storage are required. Theorem 4.3.1 explains this behavior and shows that the LR Cholesky algorithm is efficient for the simple structured Hl-matrices. There is an exact LDLT factorization for Hl-matrices and an approximate LDLT factorization for H-matrices in linear-polylogarithmic complexity. This factorizations can be used to compute the inertia of an H-matrix. With the knowledge of the inertia for arbitrary shifts, one can compute an eigenvalue by bisectioning. The slicing the spectrum algorithm can compute all eigenvalues of an Hl-matrix in linear-polylogarithmic complexity. A single eigenvalue can be computed in O(k²n log^4 n). Since the LDLT factorization for general H-matrices is only approximative, the accuracy of the LDLT slicing algorithm is limited. The local ranks of the LDLT factorization for indefinite matrices are generally unknown, so that there is no statement on the complexity of the algorithm besides the numerical results in Table 5.7. The preconditioned inverse iteration computes the smallest eigenvalue and the corresponding eigenvector. This method is efficient, since the number of iterations is independent of the matrix dimension. If other eigenvalues than the smallest are searched, then preconditioned inverse iteration can not be simply applied to the shifted matrix, since positive definiteness is necessary. The squared and shifted matrix (M-mu I)² is positive definite. Inner eigenvalues can be computed by the combination of folded spectrum method and PINVIT. Numerical experiments show that the approximate inversion of (M-mu I)² is more expensive than the approximate inversion of M, so that the computation of the inner eigenvalues is more expensive. We compare the different eigenvalue algorithms. The preconditioned inverse iteration for hierarchical matrices is better than the LDLT slicing algorithm for the computation of the smallest eigenvalues, especially if the inverse is already available. The computation of inner eigenvalues with the folded spectrum method and preconditioned inverse iteration is more expensive. The LDLT slicing algorithm is competitive to H-PINVIT for the computation of inner eigenvalues. In the case of large, sparse matrices, specially tailored algorithms for sparse matrices, like the MATLAB function eigs, are more efficient. If one wants to compute all eigenvalues, then the LDLT slicing algorithm seems to be better than the LR Cholesky algorithm. If the matrix is small enough to be handled in dense arithmetic (and is not an Hl(1)-matrix), then dense eigensolvers, like the LAPACK function dsyev, are superior. The H-PINVIT and the LDLT slicing algorithm require only an almost linear amount of storage. They can handle larger matrices than eigenvalue algorithms for dense matrices. For Hl-matrices of local rank 1, the LDLT slicing algorithm and the LR Cholesky algorithm need almost the same time for the computation of all eigenvalues. For large matrices, both algorithms are faster than the dense LAPACK function dsyev.
Matrix Computations And Semiseparable Matrices
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Author : Raf Vandebril
language : en
Publisher: JHU Press
Release Date : 2008-01-14
Matrix Computations And Semiseparable Matrices written by Raf Vandebril and has been published by JHU Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-01-14 with Mathematics categories.
In recent years several new classes of matrices have been discovered and their structure exploited to design fast and accurate algorithms. In this new reference work, Raf Vandebril, Marc Van Barel, and Nicola Mastronardi present the first comprehensive overview of the mathematical and numerical properties of the family's newest member: semiseparable matrices. The text is divided into three parts. The first provides some historical background and introduces concepts and definitions concerning structured rank matrices. The second offers some traditional methods for solving systems of equations involving the basic subclasses of these matrices. The third section discusses structured rank matrices in a broader context, presents algorithms for solving higher-order structured rank matrices, and examines hybrid variants such as block quasiseparable matrices. An accessible case study clearly demonstrates the general topic of each new concept discussed. Many of the routines featured are implemented in Matlab and can be downloaded from the Web for further exploration.
Matrix Methods Theory Algorithms And Applications Dedicated To The Memory Of Gene Golub
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Author : Vadim Olshevsky
language : en
Publisher: World Scientific
Release Date : 2010-04-05
Matrix Methods Theory Algorithms And Applications Dedicated To The Memory Of Gene Golub written by Vadim Olshevsky and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-04-05 with Mathematics categories.
Compared to other books devoted to matrices, this volume is unique in covering the whole of a triptych consisting of algebraic theory, algorithmic problems and numerical applications, all united by the essential use and urge for development of matrix methods. This was the spirit of the 2nd International Conference on Matrix Methods and Operator Equations from 23-27 July 2007 in Moscow that was organized by Dario Bini, Gene Golub, Alexander Guterman, Vadim Olshevsky, Stefano Serra-Capizzano, Gilbert Strang and Eugene Tyrtyshnikov.Matrix methods provide the key to many problems in pure and applied mathematics. However, linear algebra theory, numerical algorithms and matrices in FEM/BEM applications usually live as if in three separate worlds. In this volume, maybe for the first time ever, they are compiled together as one entity as it was at the Moscow meeting, where the algebraic part was impersonated by Hans Schneider, algorithms by Gene Golub, and applications by Guri Marchuk. All topics intervened in plenary sessions are specially categorized into three sections of this volume.The soul of the meeting was Gene Golub, who rendered a charming “Golub's dimension” to the three main axes of the conference topics. This volume is dedicated in gratitude to his memory.
Iterative Solution Of Large Sparse Systems Of Equations
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Author : Wolfgang Hackbusch
language : en
Publisher: Springer
Release Date : 2016-06-21
Iterative Solution Of Large Sparse Systems Of Equations written by Wolfgang Hackbusch and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-06-21 with Mathematics categories.
In the second edition of this classic monograph, complete with four new chapters and updated references, readers will now have access to content describing and analysing classical and modern methods with emphasis on the algebraic structure of linear iteration, which is usually ignored in other literature. The necessary amount of work increases dramatically with the size of systems, so one has to search for algorithms that most efficiently and accurately solve systems of, e.g., several million equations. The choice of algorithms depends on the special properties the matrices in practice have. An important class of large systems arises from the discretization of partial differential equations. In this case, the matrices are sparse (i.e., they contain mostly zeroes) and well-suited to iterative algorithms. The first edition of this book grew out of a series of lectures given by the author at the Christian-Albrecht University of Kiel to students of mathematics. The second edition includes quite novel approaches.
Numerical Mathematics And Advanced Applications
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Author : Karl Kunisch
language : en
Publisher: Springer Science & Business Media
Release Date : 2008-09-19
Numerical Mathematics And Advanced Applications written by Karl Kunisch and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-09-19 with Mathematics categories.
The European Conference on Numerical Mathematics and Advanced Applications (ENUMATH) is a series of conferences held every two years to provide a forum for discussion on recent aspects of numerical mathematics and their applications. The ?rst ENUMATH conference was held in Paris (1995), and the series continued by the one in Heidelberg (1997), Jyvaskyla (1999), Ischia (2001), Prague (2003), and Santiago de Compostela (2005). This volume contains a selection of invited plenary lectures, papers presented in minisymposia, and contributed papers of ENUMATH 2007, held in Graz, Austria, September 10–14, 2007. We are happy that so many people have shown their interest in this conference. In addition to the ten invited presentations and the public lecture, we had more than 240 talks in nine minisymposia and ?fty four sessions of contributed talks, and about 316 participants from all over the world, specially from Europe. A total of 98 contributions appear in these proceedings. Topics include theoretical aspects of new numerical techniques and algorithms, as well as to applications in engineering and science. The book will be useful for a wide range of readers, giving them an excellent overview of the most modern methods, techniques, algorithms and results in numerical mathematics, scienti?c computing and their applications. We would like to thank all the participants for the attendance and for their va- ablecontributionsanddiscussionsduringtheconference.Specialthanksgothe m- isymposium organizers, who made a large contribution to the conference, the chair persons, and all speakers.
New Developments In The Visualization And Processing Of Tensor Fields
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Author : David H. Laidlaw
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-09-14
New Developments In The Visualization And Processing Of Tensor Fields written by David H. Laidlaw and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-09-14 with Mathematics categories.
Bringing together key researchers in disciplines ranging from visualization and image processing to applications in structural mechanics, fluid dynamics, elastography, and numerical mathematics, the workshop that generated this edited volume was the third in the successful Dagstuhl series. Its aim, reflected in the quality and relevance of the papers presented, was to foster collaboration and fresh lines of inquiry in the analysis and visualization of tensor fields, which offer a concise model for numerous physical phenomena. Despite their utility, there remains a dearth of methods for studying all but the simplest ones, a shortage the workshops aim to address. Documenting the latest progress and open research questions in tensor field analysis, the chapters reflect the excitement and inspiration generated by this latest Dagstuhl workshop, held in July 2009. The topics they address range from applications of the analysis of tensor fields to purer research into their mathematical and analytical properties. They show how cooperation and the sharing of ideas and data between those engaged in pure and applied research can open new vistas in the study of tensor fields.
Particles Strings And Cosmology Pascos 99 Procs Of 7th Intl Symp
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Author : Kingman Cheung
language : en
Publisher: World Scientific
Release Date : 2000-08-30
Particles Strings And Cosmology Pascos 99 Procs Of 7th Intl Symp written by Kingman Cheung and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2000-08-30 with Science categories.
The PASCOS (International Symposium on Particles, Strings and Cosmology) series brings together the leading experts and most active young researchers in the closely related fields of elementary particle physics, string theory and cosmology/astrophysics. These areas of research have become increasingly intertwined in recent years, each having direct impact on the others. In particular, there has been a dramatic expansion of ideas from particle theory and string theory that have vast impact on cosmology, especially our picture of the early universe and its evolution. Correspondingly, the proliferation of data regarding the early universe, and its increasing precision, has begun to strongly constrain the theoretical models. Meanwhile, observations of neutrino oscillations and cosmic ray excesses, and limits on new physics from colliders and other particle experiments, as well as the resulting restrictions on theoretical and phenomenological modeling, are becoming ever stronger. During PASCOS99, it became clear that the long-awaited era of convergence of these fields is truly at hand.The proceedings of PASCOS 99 reflect the accelerating overlap and convergence of the fields of elementary particles physics, string theory and cosmology/astrophysics. Plenary reviews by leading figures in these fields provide perspectives on these interrelationships and up-to-the-minute summaries of recent progress in the various areas. Parallel talk summaries focus on many of the topics within each field of greatest current interest and activity. Both the plenary and parallel writeups are designed to be descriptive in nature and avoid being overly technical. As a result, the volume can serve as a useful reference for students and professionals in all three fields. Careful referencing allows further pursuit of a given topic. Overall, the proceedings are unique in that they not only bring together in a single volume comprehensive overview of the great progress being made in all three of these very exciting fields, but also provide a snapshot of how particles, strings and cosmology are increasingly impacting one another.
Boundary Element Methods In Engineering And Sciences
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Author : M. H. Aliabadi
language : en
Publisher: World Scientific
Release Date : 2011
Boundary Element Methods In Engineering And Sciences written by M. H. Aliabadi and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011 with Technology & Engineering categories.
The boundary element method (BEM), also known as the boundary integral equation method (BIEM), is a modern numerical technique. It is an established alternative to traditional computational methods of engineering analysis. This book provides a comprehensive account of the method and its application to problems in engineering and science.