Matrix Preconditioning Techniques and Applications

Ke Chen - Collection Cambridge Monographs on Applied and Computational Mahematics

568 pages, parution le 14/07/2005

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Résumé

Preconditioning techniques have emerged as an essential part of successful and efficient iterative solutions of matrices. Ke Chen's book offers a comprehensive introduction to these methods.

A vast range of explicit and implicit sparse preconditioners are covered, including the conjugate gradient, multi-level and fast multi-pole methods, matrix and operator splitting, fast Fourier and wavelet transforms, incomplete LU and domain decomposition, Schur complements and approximate inverses. In addition, aspects of parallel realization using the MPI are discussed. Very much a users-guide, the book provides insight to the use of these techniques in areas such as acoustic wave scattering, image restoration and bifurcation problems in electrical power stations.

Supporting MATLAB files are available from the Web to support and develop readers' understanding, and provide stimulus for further study. Pitched at graduate level, the book is intended to serve as a useful guide and reference for students, computational practitioners, engineers and researchers alike.

Comprehensive introduction to iterative methods and preconditioning with self-contained descriptions of all major techniques

Up-to-date account of selected large scale computing applications

Accompanying MATLAB code at www.cambridge.org/0521838282 in a friendly and easy-to-use format

Sommaire

Preface
Nomenclature
Introduction
Direct Methods
Iterative Methods
Matrix Splitting Preconditioners [T1]: Direct Approximation of A_n*n
Approximate Inverse Preconditioners [T2]: Direct Approximation of A^-1_n*n
Multilevel Methods and Preconditioner [T3]: Coarse Grid Approximation
Multilevel Schur Complements Preconditioners [T4]
Sparse Wavelet Preconditioners [T5]: Approximation of A_n*n and A^-1_n*n
Wavelet Schur Preconditioners [T6]
Implicit Wavelet Preconditioners [T7]
Application I: Acoustic Scattering Modelling
Application II: Coupled Matrix Problems
Application III: Image Restoration and Inverse Problems
Application IV: Voltage Stability in Electrical Power Systems
Parallel Computing by Examples
Appendix A: A Brief Guide to Linear Algebra
Appendix B: The Harwell-Boeing (HB) Data Format
Appendix C: A Brief Guide to MATLAB
Appendix D: List of Supplied M-Files and Programs
Appendix E: List of Selected Scientific Resources on Internet
References
Author Index
Subject Index

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Caractéristiques techniques

	PAPIER
Éditeur(s)	Cambridge University Press
Auteur(s)	Ke Chen
Collection	Cambridge Monographs on Applied and Computational Mahematics
Parution	14/07/2005
Nb. de pages	568
Format	15,5 x 23,5
Couverture	Relié
Poids	1083g
Intérieur	Noir et Blanc
EAN13	9780521838283
ISBN13	978-0-521-83828-3