Some sufficient conditions for the convergence of the Jacobi and Gauss-Seidel methods for large systems of linear equations

1975 ◽  
Vol 3 (5) ◽  
Author(s):  
Hò Thuân
2016 ◽  
Vol 2016 ◽  
pp. 1-14 ◽  
Author(s):  
Samsul Ariffin Abdul Karim ◽  
Kong Voon Pang

This paper discusses the construction of newC2rational cubic spline interpolant with cubic numerator and quadratic denominator. The idea has been extended to shape preserving interpolation for positive data using the constructed rational cubic spline interpolation. The rational cubic spline has three parametersαi,βi, andγi. The sufficient conditions for the positivity are derived on one parameterγiwhile the other two parametersαiandβiare free parameters that can be used to change the final shape of the resulting interpolating curves. This will enable the user to produce many varieties of the positive interpolating curves. Cubic spline interpolation withC2continuity is not able to preserve the shape of the positive data. Notably our scheme is easy to use and does not require knots insertion andC2continuity can be achieved by solving tridiagonal systems of linear equations for the unknown first derivativesdi,i=1,…,n-1. Comparisons with existing schemes also have been done in detail. From all presented numerical results the newC2rational cubic spline gives very smooth interpolating curves compared to some established rational cubic schemes. An error analysis when the function to be interpolated isft∈C3t0,tnis also investigated in detail.


2010 ◽  
Vol 43 (4) ◽  
Author(s):  
Nguyen Thi Thu Huyen ◽  
Nguyen Minh Tuan

AbstractThis paper deals with the solvability of systems of linear operator equations in a linear space. Namely, the paper provides necessary and sufficient conditions for the operators under which certain kinds of systems of operator equations are solvable.


2017 ◽  
Vol 42 (598) ◽  
Author(s):  
Ole Østerby

When solving parabolic equations in two space dimensions implicit methods are preferred to the explicit method because of their better stability properties. Straightforward implementation of implicit methods require time-consuming solution of large systems of linear equations, and ADI methods are preferred instead. We expect the ADI methods to inherit the stability properties of the implicit methods they are derived from, and we demonstrate that this is partly true. The Douglas-Rachford and Peaceman-Rachford methods are absolutely stable in the sense that their growth factors are ≤ 1 in absolute value. Near jump discontinuities, however, there are differences w.r.t. how the ADI methods react to the situation: do they produce oscillations and how effectively do they damp them. We demonstrate the behaviour on two simple examples.


2021 ◽  
Vol 0 (0) ◽  
Author(s):  
Karl K. Sabelfeld ◽  
Dmitry Smirnov ◽  
Ivan Dimov ◽  
Venelin Todorov

Abstract In this paper we develop stochastic simulation methods for solving large systems of linear equations, and focus on two issues: (1) construction of global random walk algorithms (GRW), in particular, for solving systems of elliptic equations on a grid, and (2) development of local stochastic algorithms based on transforms to balanced transition matrix. The GRW method calculates the solution in any desired family of prescribed points of the gird in contrast to the classical stochastic differential equation based Feynman–Kac formula. The use in local random walk methods of balanced transition matrices considerably decreases the variance of the random estimators and hence decreases the computational cost in comparison with the conventional random walk on grids algorithms.


2012 ◽  
Vol 13 (01n02) ◽  
pp. 1250001 ◽  
Author(s):  
MOHAMMAD H. AL-TOWAIQ ◽  
KHALED DAY

Network-on-chip multicore architectures with a large number of processing elements are becoming a reality with the recent developments in technology. In these modern systems the processing elements are interconnected with regular network-on-chip (NoC) topologies such as meshes and trees. In this paper we propose a parallel Gauss-Seidel (GS) iterative algorithm for solving large systems of linear equations on a torus NoC architecture. The proposed parallel algorithm is O (Nn2/k2) time complexity for solving a system with matrix of order n on a k × k torus NoC architecture with N iterations assuming n and N are large compared to k (i.e. for large linear systems that require a large number of iterations). We show that under these conditions the proposed parallel GS algorithm has near optimal speedup.


2020 ◽  
Vol 2020 ◽  
pp. 1-11
Author(s):  
Mei-Lan Sun ◽  
Chuan-Qing Gu ◽  
Peng-Fei Tang

We propose a randomized sampling Kaczmarz algorithm for the solution of very large systems of linear equations by introducing a maximal sampling probability control criterion, which is aimed at grasping the largest entry of the absolute sampling residual vector at each iteration. This new method differs from the greedy randomized Kaczmarz algorithm, which needs not to compute the residual vector of the whole linear system to determine the working rows. Numerical experiments show that the proposed algorithm has the most significant effect when the selected row number, i.e, the size of samples, is equal to the logarithm of all rows. Finally, we extend the randomized sampling Kaczmarz to signal reconstruction problems in compressed sensing. Signal experiments show that the new extended algorithm is more effective than the randomized sparse Kaczmarz method for online compressed sensing.


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