Saddle-Point Problems and Their Iterative Solution: Nečas Center Series
Autor Miroslav Rozložníken Limba Engleză Paperback – 27 noi 2018
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Specificații
ISBN-13: 9783030014308
ISBN-10: 3030014304
Pagini: 148
Ilustrații: XIV, 136 p. 37 illus., 12 illus. in color.
Dimensiuni: 155 x 235 mm
Greutate: 0.22 kg
Ediția:1st ed. 2018
Editura: Springer International Publishing
Colecția Birkhäuser
Seria Nečas Center Series
Locul publicării:Cham, Switzerland
ISBN-10: 3030014304
Pagini: 148
Ilustrații: XIV, 136 p. 37 illus., 12 illus. in color.
Dimensiuni: 155 x 235 mm
Greutate: 0.22 kg
Ediția:1st ed. 2018
Editura: Springer International Publishing
Colecția Birkhäuser
Seria Nečas Center Series
Locul publicării:Cham, Switzerland
Cuprins
Introductory remarks. Formulation of saddle-point problem.- Applications leading to saddle-point problems. Augmented systems in least squares problems. Saddle point problems from the discretization of partial differential equations with constraints. Kuhn-Karush-Tucker (KKT) systems in interior-point methods.- Properties of saddle point matrices. The inverse of a saddle-point matrix. Spectral properties of saddle-point matrices.- Solution approaches for saddle-point problems. Schur complement reduction. Null-space projection method.- Direct methods for symmetric indefinite systems. Direct solution of saddle-point problems.- AIterative solution of saddle-point problems. Stationary iteration methods. Krylov subspace methods. Preconditioned Krylov subspace methods.- Saddle-point preconditioners. Block diagonal and triangular preconditioners. Indefinite preconditioning.- Implementation and numerical behavior of saddle-point solvers.- Case study: Polluted undeground water flow modelling in porous media.
Notă biografică
Miroslav Rozložník, Czech Academy of Science, Praha, Czech Republic
Textul de pe ultima copertă
This book provides essential lecture notes on solving large linear saddle-point systems, which arise in a wide range of applications and often pose computational challenges in science and engineering. The focus is on discussing the particular properties of such linear systems, and a large selection of algebraic methods for solving them, with an emphasis on iterative methods and preconditioning. The theoretical results presented here are complemented by a case study on potential fluid flow problem in a real world-application. This book is mainly intended for students of applied mathematics and scientific computing, but also of interest for researchers and engineers working on various applications. It is assumed that the reader has completed a basic course on linear algebra and numerical mathematics.
Caracteristici
Reviews classical results on the solution of saddle problems that appeared in books, articles and proceedings papers Covers recent results on this subject achieved by the author and his colleagues Presents a case study of the application of theoretical results in underground water flow modeling