相关论文: Solving Linear Equations by Classical Jacobi-SR Ba…

Large set of linear equations, especially for sparse and structured coefficient (matrix) equations, solutions using classical methods become arduous. And evolutionary algorithms have mostly been used to solve various optimization and…

For small number of equations, systems of linear (and sometimes nonlinear) equations can be solved by simple classical techniques. However, for large number of systems of linear (or nonlinear) equations, solutions using classical method…

In geometry processing, numerical optimization methods often involve solving sparse linear systems of equations. These linear systems have a structure that strongly resembles to adjacency graphs of the underlying mesh. We observe how…

Recently hybrid evolutionary computation (EC) techniques are successfully implemented for solving large sets of linear equations. All the recently developed hybrid evolutionary algorithms, for solving linear equations, contain both the…

The Scheduled Relaxation Jacobi (SRJ) method is a viable candidate as a high performance linear solver for elliptic partial differential equations (PDEs). The method greatly improves the convergence of the standard Jacobi iteration by…

The Scheduled Relaxation Jacobi (SRJ) method is a linear solver algorithm which greatly improves the convergence of the Jacobi iteration through the use of judiciously chosen relaxation factors (an SRJ scheme) which attenuate the solution…

The Scheduled Relaxation Jacobi (SRJ) method is an extension of the classical Jacobi iterative method to solve linear systems of equations ($Au=b$) associated with elliptic problems. It inherits its robustness and accelerates its…

Solving symmetric positive semidefinite linear systems is an essential task in many scientific computing problems. While Jacobi-type methods, including the classical Jacobi method and the weighted Jacobi method, exhibit simplicity in their…

We propose fork-join and task-based hybrid implementations of four classical linear algebra iterative methods (Jacobi, Gauss-Seidel, conjugate gradient and biconjugate gradient stabilised) as well as variations of them. Algorithms are duly…

Elliptic partial differential equations (ePDEs) appear in a wide variety of areas of mathematics, physics and engineering. Typically, ePDEs must be solved numerically, which sets an ever growing demand for efficient and highly parallel…

The paper presents a comparative analysis of iterative numerical methods of Jacobi and Gauss-Seidel for solving systems of linear algebraic equations (SLAEs) with complex and real matrices. The ranges of convergence for both methods for…

In this paper generalization of Jacobi and Gauss-Seidel methods, introduced by Salkuyeh in 2007, is studied. In particular, convergence criteria for these methods are discussed. A generalization of successive overrelaxation~(SOR) method is…

Recent advancements in quantum computing and quantum-inspired algorithms have sparked renewed interest in binary optimization. These hardware and software innovations promise to revolutionize solution times for complex problems. In this…

Feedforward computation, such as evaluating a neural network or sampling from an autoregressive model, is ubiquitous in machine learning. The sequential nature of feedforward computation, however, requires a strict order of execution and…

Recently Ahmadi et al. (2021) and Tagliaferro (2022) proposed some iterative methods for the numerical solution of linear systems which, under the classical hypothesis of strict diagonal dominance, typically converge faster than the Jacobi…

This paper considers the hyperparameter optimization problem of mathematical techniques that arise in the numerical solution of differential and integral equations. The well-known approaches grid and random search, in a parallel algorithm…

Evolutionary computation techniques have mostly been used to solve various optimization and learning problems successfully. Evolutionary algorithm is more effective to gain optimal solution(s) to solve complex problems than traditional…

We propose a simple doubly stochastic block Gauss--Seidel algorithm for solving linear systems of equations. By varying the row partition parameter and the column partition parameter of the coefficient matrix, we recover the Landweber…

The main goal of this paper is to generalize Jacobi and Gauss-Seidel methods for solving non-square linear system. Towards this goal, we present iterative procedures to obtain an approximate solution for non-square linear system. We derive…

Solutions to differential equations, which are used to model physical systems, are computed numerically by solving a set of discretized equations. This set of discretized equations is reduced to a large linear system, whose solution is…