Matrices, Moments and Quadrature with Applications

Matrices, Moments and Quadrature with Applications PDF

Author: Gene H. Golub

Publisher: Princeton University Press

Published: 2009-12-07

Total Pages: 376

ISBN-13: 1400833884

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This computationally oriented book describes and explains the mathematical relationships among matrices, moments, orthogonal polynomials, quadrature rules, and the Lanczos and conjugate gradient algorithms. The book bridges different mathematical areas to obtain algorithms to estimate bilinear forms involving two vectors and a function of the matrix. The first part of the book provides the necessary mathematical background and explains the theory. The second part describes the applications and gives numerical examples of the algorithms and techniques developed in the first part. Applications addressed in the book include computing elements of functions of matrices; obtaining estimates of the error norm in iterative methods for solving linear systems and computing parameters in least squares and total least squares; and solving ill-posed problems using Tikhonov regularization. This book will interest researchers in numerical linear algebra and matrix computations, as well as scientists and engineers working on problems involving computation of bilinear forms.

Matrices, Moments and Quadrature: Applications to Time- Dependent Partial Differential Equations

Matrices, Moments and Quadrature: Applications to Time- Dependent Partial Differential Equations PDF

Author: James V. Lambers

Publisher:

Published: 2016

Total Pages:

ISBN-13:

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The numerical solution of a time-dependent PDE generally involves the solution of a stiff system of ODEs arising from spatial discretization of the PDE. There are many methods in the literature for solving such systems, such as exponential propagation iterative (EPI) methods, that rely on Krylov projection to compute matrix function-vector products. Unfortunately, as spatial resolution increases, these products require an increasing number of Krylov projection steps, thus drastically increasing computational expense.

Matrix Completions, Moments, and Sums of Hermitian Squares

Matrix Completions, Moments, and Sums of Hermitian Squares PDF

Author: Mihály Bakonyi

Publisher: Princeton University Press

Published: 2011-07-18

Total Pages: 533

ISBN-13: 1400840597

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Intensive research in matrix completions, moments, and sums of Hermitian squares has yielded a multitude of results in recent decades. This book provides a comprehensive account of this quickly developing area of mathematics and applications and gives complete proofs of many recently solved problems. With MATLAB codes and more than 200 exercises, the book is ideal for a special topics course for graduate or advanced undergraduate students in mathematics or engineering, and will also be a valuable resource for researchers. Often driven by questions from signal processing, control theory, and quantum information, the subject of this book has inspired mathematicians from many subdisciplines, including linear algebra, operator theory, measure theory, and complex function theory. In turn, the applications are being pursued by researchers in areas such as electrical engineering, computer science, and physics. The book is self-contained, has many examples, and for the most part requires only a basic background in undergraduate mathematics, primarily linear algebra and some complex analysis. The book also includes an extensive discussion of the literature, with close to 600 references from books and journals from a wide variety of disciplines.

Formal Verification of Control System Software

Formal Verification of Control System Software PDF

Author: Pierre-Loïc Garoche

Publisher: Princeton University Press

Published: 2019-05-14

Total Pages: 232

ISBN-13: 0691189587

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An essential introduction to the analysis and verification of control system software The verification of control system software is critical to a host of technologies and industries, from aeronautics and medical technology to the cars we drive. The failure of controller software can cost people their lives. In this authoritative and accessible book, Pierre-Loïc Garoche provides control engineers and computer scientists with an indispensable introduction to the formal techniques for analyzing and verifying this important class of software. Too often, control engineers are unaware of the issues surrounding the verification of software, while computer scientists tend to be unfamiliar with the specificities of controller software. Garoche provides a unified approach that is geared to graduate students in both fields, covering formal verification methods as well as the design and verification of controllers. He presents a wealth of new verification techniques for performing exhaustive analysis of controller software. These include new means to compute nonlinear invariants, the use of convex optimization tools, and methods for dealing with numerical imprecisions such as floating point computations occurring in the analyzed software. As the autonomy of critical systems continues to increase—as evidenced by autonomous cars, drones, and satellites and landers—the numerical functions in these systems are growing ever more advanced. The techniques presented here are essential to support the formal analysis of the controller software being used in these new and emerging technologies.

A Journey through the History of Numerical Linear Algebra

A Journey through the History of Numerical Linear Algebra PDF

Author: Claude Brezinski

Publisher: SIAM

Published: 2022-12-06

Total Pages: 813

ISBN-13: 1611977231

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This expansive volume describes the history of numerical methods proposed for solving linear algebra problems, from antiquity to the present day. The authors focus on methods for linear systems of equations and eigenvalue problems and describe the interplay between numerical methods and the computing tools available at the time. The second part of the book consists of 78 biographies of important contributors to the field. A Journey through the History of Numerical Linear Algebra will be of special interest to applied mathematicians, especially researchers in numerical linear algebra, people involved in scientific computing, and historians of mathematics.

Krylov Subspace Methods

Krylov Subspace Methods PDF

Author: Jörg Liesen

Publisher: Numerical Mathematics and Scie

Published: 2013

Total Pages: 408

ISBN-13: 0199655413

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Describes the principles and history behind the use of Krylov subspace methods in science and engineering. The outcome of the analysis is very practical and indicates what can and cannot be expected from the use of Krylov subspace methods, challenging some common assumptions and justifications of standard approaches.

Applied Linear Algebra in Action

Applied Linear Algebra in Action PDF

Author: Vasilios Katsikis

Publisher: BoD – Books on Demand

Published: 2016-07-06

Total Pages: 175

ISBN-13: 9535124196

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The present text book contains a collection of six high-quality articles. In particular, this book is devoted to Linear Mathematics by presenting problems in Applied Linear Algebra of general or special interest.

Explorations In Numerical Analysis: Python Edition

Explorations In Numerical Analysis: Python Edition PDF

Author: James V Lambers

Publisher: World Scientific

Published: 2021-01-14

Total Pages: 691

ISBN-13: 9811227950

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This textbook is intended to introduce advanced undergraduate and early-career graduate students to the field of numerical analysis. This field pertains to the design, analysis, and implementation of algorithms for the approximate solution of mathematical problems that arise in applications spanning science and engineering, and are not practical to solve using analytical techniques such as those taught in courses in calculus, linear algebra or differential equations.Topics covered include computer arithmetic, error analysis, solution of systems of linear equations, least squares problems, eigenvalue problems, nonlinear equations, optimization, polynomial interpolation and approximation, numerical differentiation and integration, ordinary differential equations, and partial differential equations. For each problem considered, the presentation includes the derivation of solution techniques, analysis of their efficiency, accuracy and robustness, and details of their implementation, illustrated through the Python programming language.This text is suitable for a year-long sequence in numerical analysis, and can also be used for a one-semester course in numerical linear algebra.

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