Hierarchical Matrices Algorithms And Analysis
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Hierarchical Matrices Algorithms And Analysis
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Author : Wolfgang Hackbusch
language : en
Publisher:
Release Date : 2015
Hierarchical Matrices Algorithms And Analysis written by Wolfgang Hackbusch and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015 with 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 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.
Nonnegative Matrix Factorization
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Author : Nicolas Gillis
language : en
Publisher: SIAM
Release Date : 2020-12-18
Nonnegative Matrix Factorization written by Nicolas Gillis and has been published by SIAM this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-12-18 with Mathematics categories.
Nonnegative matrix factorization (NMF) in its modern form has become a standard tool in the analysis of high-dimensional data sets. This book provides a comprehensive and up-to-date account of the most important aspects of the NMF problem and is the first to detail its theoretical aspects, including geometric interpretation, nonnegative rank, complexity, and uniqueness. It explains why understanding these theoretical insights is key to using this computational tool effectively and meaningfully. Nonnegative Matrix Factorization is accessible to a wide audience and is ideal for anyone interested in the workings of NMF. It discusses some new results on the nonnegative rank and the identifiability of NMF and makes available MATLAB codes for readers to run the numerical examples presented in the book. Graduate students starting to work on NMF and researchers interested in better understanding the NMF problem and how they can use it will find this book useful. It can be used in advanced undergraduate and graduate-level courses on numerical linear algebra and on advanced topics in numerical linear algebra and requires only a basic knowledge of linear algebra and optimization.
Matrix Methods
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Author : Vadim Olshevsky
language : en
Publisher: World Scientific
Release Date : 2010
Matrix Methods 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 with Mathematics categories.
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. --
Exploiting Hidden Structure In Matrix Computations Algorithms And Applications
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Author : Michele Benzi
language : en
Publisher: Springer
Release Date : 2017-01-24
Exploiting Hidden Structure In Matrix Computations Algorithms And Applications written by Michele Benzi and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-01-24 with Mathematics categories.
Focusing on special matrices and matrices which are in some sense `near’ to structured matrices, this volume covers a broad range of topics of current interest in numerical linear algebra. Exploitation of these less obvious structural properties can be of great importance in the design of efficient numerical methods, for example algorithms for matrices with low-rank block structure, matrices with decay, and structured tensor computations. Applications range from quantum chemistry to queuing theory. Structured matrices arise frequently in applications. Examples include banded and sparse matrices, Toeplitz-type matrices, and matrices with semi-separable or quasi-separable structure, as well as Hamiltonian and symplectic matrices. The associated literature is enormous, and many efficient algorithms have been developed for solving problems involving such matrices. The text arose from a C.I.M.E. course held in Cetraro (Italy) in June 2015 which aimed to present this fast growing field to young researchers, exploiting the expertise of five leading lecturers with different theoretical and application perspectives.
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.
Nonnegative Matrix And Tensor Factorizations
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Author : Andrzej Cichocki
language : en
Publisher: John Wiley & Sons
Release Date : 2009-07-10
Nonnegative Matrix And Tensor Factorizations written by Andrzej Cichocki and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-07-10 with Science categories.
This book provides a broad survey of models and efficient algorithms for Nonnegative Matrix Factorization (NMF). This includes NMF’s various extensions and modifications, especially Nonnegative Tensor Factorizations (NTF) and Nonnegative Tucker Decompositions (NTD). NMF/NTF and their extensions are increasingly used as tools in signal and image processing, and data analysis, having garnered interest due to their capability to provide new insights and relevant information about the complex latent relationships in experimental data sets. It is suggested that NMF can provide meaningful components with physical interpretations; for example, in bioinformatics, NMF and its extensions have been successfully applied to gene expression, sequence analysis, the functional characterization of genes, clustering and text mining. As such, the authors focus on the algorithms that are most useful in practice, looking at the fastest, most robust, and suitable for large-scale models. Key features: Acts as a single source reference guide to NMF, collating information that is widely dispersed in current literature, including the authors’ own recently developed techniques in the subject area. Uses generalized cost functions such as Bregman, Alpha and Beta divergences, to present practical implementations of several types of robust algorithms, in particular Multiplicative, Alternating Least Squares, Projected Gradient and Quasi Newton algorithms. Provides a comparative analysis of the different methods in order to identify approximation error and complexity. Includes pseudo codes and optimized MATLAB source codes for almost all algorithms presented in the book. The increasing interest in nonnegative matrix and tensor factorizations, as well as decompositions and sparse representation of data, will ensure that this book is essential reading for engineers, scientists, researchers, industry practitioners and graduate students across signal and image processing; neuroscience; data mining and data analysis; computer science; bioinformatics; speech processing; biomedical engineering; and multimedia.
Developing Linear Algebra Codes On Modern Processors Emerging Research And Opportunities
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Author : Catalán Pallarés, Sandra
language : en
Publisher: IGI Global
Release Date : 2022-10-14
Developing Linear Algebra Codes On Modern Processors Emerging Research And Opportunities written by Catalán Pallarés, Sandra and has been published by IGI Global this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-10-14 with Mathematics categories.
Optimized linear algebra (LA) libraries that are able to exploit the underlying hardware are always of interest in the high-performance computing community. The implementation of LA software has evolved along with computer architecture, while the specification remains unaltered almost from the beginning. It is important to differentiate between the specification of LA libraries and their implementation. Because LA libraries pursue high performance, the implementation for a given architecture needs to be optimized for it specifically. However, the type of operations included in the libraries, the input/output parameters, and the data types to be handled are common to all of them. This is why, while the specification remains constant, the implementation evolves with the creation of new architectures. Developing Linear Algebra Codes on Modern Processors: Emerging Research and Opportunities presents the main characteristics of LA libraries, showing the differences between the standards for sparse and dense versions. It further explores relevant linear algebra problems and shows, in a clear and understandable way, how to solve them using different computer architectures. Covering topics such as programming models, batched computing, and distributed memory platforms, this premier reference source is an excellent resource for programmers, computer scientists, engineers, students and faculty of higher education, librarians, researchers, and academicians.
Functions Of Matrices
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Author : Nicholas J. Higham
language : en
Publisher: SIAM
Release Date : 2008-01-01
Functions Of Matrices written by Nicholas J. Higham and has been published by SIAM this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-01-01 with Mathematics categories.
A thorough and elegant treatment of the theory of matrix functions and numerical methods for computing them, including an overview of applications, new and unpublished research results, and improved algorithms. Key features include a detailed treatment of the matrix sign function and matrix roots; a development of the theory of conditioning and properties of the Fre;chet derivative; Schur decomposition; block Parlett recurrence; a thorough analysis of the accuracy, stability, and computational cost of numerical methods; general results on convergence and stability of matrix iterations; and a chapter devoted to the f(A)b problem. Ideal for advanced courses and for self-study, its broad content, references and appendix also make this book a convenient general reference. Contains an extensive collection of problems with solutions and MATLAB implementations of key algorithms.