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In an effort to increase the versatility of finite element codes, we explore the possibility of automatically creating the Jacobian matrix necessary for the gradient-based solution of nonlinear systems of equations. Particularly, we aim to…

数值分析 · 计算机科学 2017-02-22 Florian Zwicke , Philipp Knechtges , Marek Behr , Stefanie Elgeti

Automatic differentiation is everywhere, but there exists only minimal documentation of how it works in complex arithmetic beyond stating "derivatives in $\mathbb{C}^d$" $\cong$ "derivatives in $\mathbb{R}^{2d}$" and, at best, shallow…

数学软件 · 计算机科学 2024-12-11 Nicholas Krämer

This paper presents a Jacobi-type iteration for computing a given specified eigenpair of a symmetric matrix. For a certain class of diagonally dominant matrices, the procedure is shown to converge at a linear rate depending on how the…

数值分析 · 数学 2026-05-26 Luca Gemignani

Scientific studies often require the precise calculation of derivatives. In many cases an analytical calculation is not feasible and one resorts to evaluating derivatives numerically. These are error-prone, especially for higher-order…

高能物理 - 唯象学 · 物理学 2010-05-28 Mathias Wagner , Andrea Walther , Bernd-Jochen Schaefer

In order to avoid the evaluation of the Jacobian matrix and its inverse, the present author recently introduced the pseudo-Jacobian matrix with a general applicability of any nonlinear systems of equations. By using this concept, this paper…

数值分析 · 数学 2025-10-20 W. Chen

This paper points out that the differential quadrature (DQ) and differential cubature (DC) methods due to their global domain property are more efficient for nonlinear problems than the traditional numerical techniques such as finite…

计算工程、金融与科学 · 计算机科学 2024-09-21 W. Chen , Tingxiu Zhong

The classic method for computing the spectral decomposition of a real symmetric matrix, the Jacobi algorithm, can be accelerated by using mixed precision arithmetic. The Jacobi algorithm is aiming to reduce the off-diagonal entries…

数值分析 · 数学 2025-09-03 Zhengbo Zhou

This paper studies sparse nonlinear least squares problems, where the Jacobian matrices are unavailable or expensive to compute, yet have some underlying sparse structures. We construct the Jacobian models by the $ \ell_1 $ minimization…

最优化与控制 · 数学 2025-07-10 Yuchen Feng , Chuanlong Wang , Jinyan Fan

We are interested in the numerical solution of nonsymmetric linear systems arising from the discretization of convection-diffusion partial differential equations with separable coefficients and dominant convection. Preconditioners based on…

数值分析 · 数学 2015-01-14 Davide Palitta , Valeria Simoncini

This paper presents a detailed discussion of the ``Newton's method'' algorithm for finding apparent horizons in 3+1 numerical relativity. We describe a method for computing the Jacobian matrix of the finite differenced $H(h)$ function by…

广义相对论与量子宇宙学 · 物理学 2009-07-10 Jonathan Thornburg

This paper introduces a sparse matrix discrete interpolation method to effectively compute matrix approximations in the reduced order modeling framework. The sparse algorithm developed herein relies on the discrete empirical interpolation…

数值分析 · 数学 2015-06-16 Răzvan Ştefănescu , Adrian Sandu

We present a constructive framework for deriving noncommutative (NC) integrable equations directly from quasi-determinant solutions. Building upon the quasi-Wronskian structure, we extend the classical direct method to the NC setting, where…

可精确求解与可积系统 · 物理学 2025-06-24 Shi-Hao Li , Shou-Feng Shen , Guo-Fu Yu , Jun-Yang Zhang

An effective numerical method is presented for optimizing model parameters that can be applied to any type of system of non-linear equations and any number of data-points, which does not require explicit formulation of the objective…

数值分析 · 数学 2022-03-09 M. H. A. Piro , J. S. Bell , M. Poschmann , A. Prudil , P. Chan

Nonlinear systems of partial differential equations (PDEs) may permit several distinct solutions. The typical current approach to finding distinct solutions is to start Newton's method with many different initial guesses, hoping to find…

数值分析 · 数学 2015-07-03 Patrick E. Farrell , Ásgeir Birkisson , Simon W. Funke

We present two analytical formulae for estimating the sensitivity -- namely, the gradient or Jacobian -- at given realizations of an arbitrary-dimensional random vector with respect to its distributional parameters. The first formula…

机器学习 · 统计学 2025-08-14 Pi-Yueh Chuang , Ahmed Attia , Emil Constantinescu

This article presents a unified approach to simultaneously compute the Jacobians of several singular matrix transformations in the real, complex, quaternion and octonion cases. Formally, these Jacobians are obtained for real normed division…

统计理论 · 数学 2012-07-10 Jose A. Diaz-Garcia , Ramón Gutierrez-Sanchez

Singular equations with rank-deficient Jacobians arise frequently in algebraic computing applications. As shown in case studies in this paper, direct and intuitive modeling of algebraic problems often results in nonisolated singular…

数值分析 · 数学 2021-02-19 Zhonggang Zeng

The iterative problem of solving nonlinear equations is studied. A new Newton like iterative method with adjustable parameters is designed based on the dynamic system theory. In order to avoid the derivative function in the iterative…

数值分析 · 数学 2022-11-09 Yonglong Liao , Limin Cui

This paper provides a general proof of a relationship theorem between nonlinear analogue polynomial equations and the corresponding Jacobian matrix, presented recently by the present author. This theorem is also verified generally effective…

数值分析 · 数学 2025-10-20 W. Chen

Discretization of non-linear Poisson-Boltzmann Equation equations results in a system of non-linear equations with symmetric Jacobian. The Newton algorithm is the most useful tool for solving non-linear equations. It consists of solving a…

数学物理 · 物理学 2007-05-23 Sanjay Kumar Khattri