DTIC ADA445632: A New Matrix Free Algorithm pdf

DTIC ADA445632: A New Matrix Free Algorithm_bookcover

DTIC ADA445632: A New Matrix Free Algorithm

More Book Details

Description of the Book:

The trust-region subproblem arises frequently in linear algebra and optimization applications. Recently, matrix-free methods have been introduced to solve large-scale trust-region subproblems. These methods only require a matrix-vector product and do not rely on matrix factorizations [4, 7]. These approaches recast, the trust region subproblem% in terms of a parametrized eigenvalue problem and then adjust the parameter to find the optimal solution from the eigenvector corresponding to the smallest eigenvalue of the parametrized eigenvalue problem. This paper presents a new matrix-free algorithm for the large-scale trust-region subproblem. The new algorithm improves upon the previous algorithms by introducing a unified iteration that naturally includes the so called hard case. The new iteration is shown to be superlinearly convergent in all cases. Computational results are presented to illustrate convergence properties and robustness of the method

  • Creator/s: Defense Technical Information Center
  • Date: 7/1/1995
  • Year: 1995
  • Book Topics/Themes: DTIC Archive, Santos, Sandra A, RICE UNIV HOUSTON TX DEPT OF COMPUTATIONAL AND APPLIED MATHEMATICS, *ALGORITHMS, *EIGENVALUES, *LINEAR ALGEBRA, OPTIMIZATION, SOLUTIONS(GENERAL), MATRIX THEORY, ITERATIONS, CONVERGENCE, COMPUTATIONS, EIGENVECTORS

An excerpt captured from the PDF book

DTIC ADA445632: A New Matrix Free Algorithm_book-excerpt

Report Broken Link

File Copyright Claim

Comments

Leave a Reply

Your email address will not be published. Required fields are marked *

Categories

You might be also interested in these Books

Related Posts
PDF Viewer

الرجاء الانتظار بينما يتم تحميل الـ PDF…
HTML Popup Example