Related papers: A general alternating direction implicit iteration…
In this paper we study properties of regular solutions of matrix Riccati equations. The obtained results are used to study the asymptotic behavior of solutions of linear systems of ordinary differential equations.
This paper is concerned with the convergence of a two-step modified Newton method for solving the nonlinear system arising from the minimal nonnegative solution of nonsymmetric algebraic Riccati equations from neutron transport theory. We…
We use a new approach with a matrix transformation to obtain a new global solvability criterion for matrix Riccati equations. The proven theorem completes an well known result in directions of extension of classes of coefficient of…
In this article we investigate a finite element formulation of strongly monotone quasi-linear elliptic PDEs in the context of fixed-point iterations. As opposed to Newton's method, which requires information from the previous iteration in…
A wide variety of (fixed-point) iterative methods for the solution of nonlinear equations (in Hilbert spaces) exists. In many cases, such schemes can be interpreted as iterative local linearization methods, which, as will be shown, can be…
We develop and analyze the Generalized Multiplicative Gradient (GMG) method for solving a class of convex optimization problems over symmetric cones, where the objective function does not have Lipschitz gradient over the feasible region.…
Context. Modern radio astronomical arrays have (or will have) more than one order of magnitude more receivers than classical synthesis arrays, such as the VLA and the WSRT. This makes gain calibration a computationally demanding task.…
This paper proposes a novel iterative algorithm to compute the stabilizing solution of regime-switching stochastic game-theoretic Riccati differential equations with periodic coefficients. The method decomposes the original complex…
This paper proposes a verification method for sparse linear systems $Ax=b$ with general and nonsingular coefficients. A verification method produces the error bound for a given approximate solution. Conventional methods use one of two…
This article presents a validation of a recently proposed strongly polynomial-time algorithm for the general linear programming problem. The proposed algorithm is an implicit reduction procedure that combines primal and dual linear…
We describe the GPU implementation of shifted or multimass iterative solvers for sparse linear systems of the sort encountered in lattice gauge theory. We provide a generic tool that can be used by those without GPU programming experience…
As a follow up to \cite{Causley2013}, we provide a detailed description of the numerical implementation of an O(N), A-stable, second order accurate solution of the wave equation, constructed from semi-discrete boundary value problems. We…
In this paper, we apply the practical GADI-HS iteration as a smoother in algebraic multigrid (AMG) method for solving second-order non-selfadjoint elliptic problem. Additionally, we prove the convergence of the derived algorithm and…
This paper explores variants of the subspace iteration algorithm for computing approximate invariant subspaces. The standard subspace iteration approach is revisited and new variants that exploit gradient-type techniques combined with a…
We introduce a new methodology for a fast and reliable discrimination between ordered and chaotic orbits in multidimensional Hamiltonian systems which we call the Linear Dependence Index (LDI). The new method is based on the recently…
The radiative transfer equation is a fundamental equation in transport theory and applications, which is a 5-dimensional PDE in the stationary one-velocity case, leading to great difficulties in numerical simulation. To tackle this…
We propose new iterative methods for computing nontrivial extremal generalized singular values and vectors. The first method is a generalized Davidson-type algorithm and the second method employs a multidirectional subspace expansion…
A wide variety of different (fixed-point) iterative methods for the solution of nonlinear equations exists. In this work we will revisit a unified iteration scheme in Hilbert spaces from our previous work that covers some prominent…
We present a powerful and easy-to-implement iterative algorithm for solving large-scale optimization problems that involve $L_1$/total-variation (TV) regularization. The method is based on combining the Alternating Directions Method of…
We introduce a new iterative method for computing solutions of elliptic equations with random rapidly oscillating coefficients. Similarly to a multigrid method, each step of the iteration involves different computations meant to address…