Circumcentering the Douglas–Rachford methodNumerical Algorithms - Tập 78 - Trang 759-776 - 2017
Roger Behling, José Yunier Bello Cruz, Luiz-Rafael Santos
We introduce and study a geometric modification of the Douglas–Rachford method called the Circumcentered–Douglas–Rachford method. This method iterates by taking the intersection of bisectors of reflection steps for solving certain classes of feasibility problems. The convergence analysis is established for best approximation problems involving two (affine) subspaces and both our theoretical and nu...... hiện toàn bộ
Additive block diagonal preconditioning for block two-by-two linear systems of skew-Hamiltonian coefficient matricesNumerical Algorithms - Tập 62 - Trang 655-675 - 2013
Zhong-Zhi Bai, Fang Chen, Zeng-Qi Wang
For a class of block two-by-two systems of linear equations with certain skew-Hamiltonian coefficient matrices, we construct additive block diagonal preconditioning matrices and discuss the eigen-properties of the corresponding preconditioned matrices. The additive block diagonal preconditioners can be employed to accelerate the convergence rates of Krylov subspace iteration methods such as MINRES...... hiện toàn bộ
Fast and Accurate Floating Point Summation with Application to Computational GeometryNumerical Algorithms - Tập 37 - Trang 101-112 - 2004
James Demmel, Yozo Hida
We present several simple algorithms for accurately computing the sum of n floating point numbers using a wider accumulator. Let f and F be the number of significant bits in the summands and the accumulator, respectively. Then assuming gradual underflow, no overflow, and round-to-nearest arithmetic, up to ⌊2
F−f
/(1−2−f
)⌋+1 numbers can be accurately added by just summing the terms in decreasing o...... hiện toàn bộ
High-precision Gauss–Turán quadrature rules for Laguerre and Hermite weight functionsNumerical Algorithms - Tập 67 - Trang 59-72 - 2013
Walter Gautschi
Procedures and corresponding Matlab software are presented for generating Gauss–Turán quadrature rules for the Laguerre and Hermite weight functions to arbitrarily high accuracy. The focus is on the solution of certain systems of nonlinear equations for implicitly defined recurrence coefficients. This is accomplished by the Newton–Kantorovich method, using initial approximations that are sufficien...... hiện toàn bộ
Implicit QR algorithms for palindromic and even eigenvalue problemsNumerical Algorithms - Tập 51 - Trang 209-238 - 2008
Daniel Kressner, Christian Schröder, David S. Watkins
In the spirit of the Hamiltonian QR algorithm and other bidirectional chasing algorithms, a structure-preserving variant of the implicit QR algorithm for palindromic eigenvalue problems is proposed. This new palindromic QR algorithm is strongly backward stable and requires less operations than the standard QZ algorithm, but is restricted to matrix classes where a preliminary reduction to structure...... hiện toàn bộ