Matrix Preconditioning Techniques and Applications

Matrix Preconditioning Techniques and Applications

by Ke Chen
     
 

ISBN-10: 0521838282

ISBN-13: 9780521838283

Pub. Date: 07/28/2005

Publisher: Cambridge University Press

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

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Overview

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.

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Product Details

ISBN-13:
9780521838283
Publisher:
Cambridge University Press
Publication date:
07/28/2005
Series:
Cambridge Monographs on Applied and Computational Mathematics Series, #19
Pages:
592
Product dimensions:
6.85(w) x 9.72(h) x 1.34(d)

Table of Contents

1. Introduction; 2. Direct methods; 3. Iterative methods; 4. Matrix splitting preconditioners [t1]; 5. Approxi,ate inverse preconditioners [t2]; 6. Multilevel methods and preconditioners [t3]; 7. Multilevel recursive Schur complements preconditioners; 8. Wavelet preconditioners [t5] for ˆA n x n and ˆA -1 n x n; 9. Wavelet Schur preconditioners [t6]; 10. Implicit wavelet preconditioners [t7]; 11. Application I - acoustic scattering modelling; 12. Application II - coupled matrix problems; 13. Application III - image restoration and inverse problems; 14. Application IV-voltage stability in electrical power systems; 15. Parallel computing by examples.

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