# Tagged Questions

A method which produces a sequence of numerical approximations which converges (provided technical conditions are satisfied) to the solution of a problem, generally through repeated applications of some procedure. Examples include Newton's method for root finding, and Jacobi iteration for matrix-...

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### Exact distribution of random walk after 10 or 100 steps

(Variant of Stats Exercise to Protect the Innocent). Starting for $x = 0$ I can do one of two operations $\pm 1$ or $\pm 4$. Let $T$ be one iteration of this step. What is the mean and standard ...
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23 views

### Difference between Chebyshev first and second degree iterative methods

Consider linear equation $Au = f$. We want to solve it with iterative method (assuming $A$ is good). First order iterative method is: $$u^{k+1} = u^k - \alpha_{k+1}(Au^k - f),$$ The second degree ...
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### Lanczos algorithms for Hermitian system with toeplitz kernel

Basically I am trying to compute the SVD of a large hermian matrix H using Lanczos iteration, while H consists if a toeplitz kernel K, which should be able to help speed up the matrix-vector ...
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### Dynamic Successive Over/under Relaxation (SOR) with several variables

I am solving a partial differential algebraic equation (PDAE) system which has the following dependent variables: $f=f(X,T)$ and $g=g(T)$, along with a few others My current method for coupling is ...
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### Convergence conditions of a stationary iteration method for linear systems

Recently, I obtain a linear system, $Ax = b$, where $A$ is a nonsingular, strictly diagonally dominant $M$-matrix. Then I also got a matrix splitting $A = S - T$, where $S$ is also a nonsingular, ...
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### Linear stationary iteration method

Suppose you are attempting to solve $Ax = b$ using linear stationary iteration method defined by $$x_k = G x_{k-1} + f$$ that is consistent with $Ax = b$, i.e., for which $f = (I - G)A^{-1}b$. Suppose ...
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### Integer vs float multiplication performance, modern CPUs

Are there benchmarks for how many multiplications of various integer types compared to floating point types can be achieved per second on modern CPUs? I'm trying to get some hint if it would be ...
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### Robust smoothers for geometric multigrid

I'm searching for robust smoothers for geometric multigrids. By robust I mean: Effective for high order approximations (say spectral element, spectral Discontinuous Galerkin), Parallel (suitable ...
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### Iterative algorithms for sparsity using a function for operator A in Ax=b

I am going to solve an linear iterative inverse problem. I have two functions in matlab which one of them play the forward and ...
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138 views

### Speeding up the classical Jacobi method using Scheduled Relaxation method? [closed]

There has been quite a flutter recently in the iterative world about an algorithm that speeds up the classical Jacobi method by as much as 200 times using a scheduled relaxation method where a ...
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### Designing a preconditioner for a very Ill-conditionned matrix

I am a physicist with limited numerical methods knowledge and I am trying to speed up the inversion of a very ill-conditioned problem ($rcond>10^{30}$). The same sparse square matrix is used ...
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265 views

### How many generations does it typically take for a differential evolution method to reach a global optimum?

For differential evolution methods in optimization, how many generations does it typically take to reach a global optimum? How do we know if the values are never going to converge?
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### Test set for linear solvers

Lets assume I have a iterative linear system solver, e. g. this one. Whats the typical approach on verifying and testing this kind of solvers? Is there a standard test set of linear systems one ...
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580 views

### What are some reasons that Conjugate Gradient iteration does not converge?

I would greatly appreciate it if you could share some reasons the Conjugate Gradient iteration for Ax = b does not converge? My matrix A is symmetric positive definite. Thank you so much! Edit with ...
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### How to test convergence of an algorithm for constrained optimization

I am applying an iterative method (projected newton) to an optimization problem. Theoretically, the method should converge linearly. I would greatly appreciate it if you could share how should I test ...
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### Iteratively refine bounds on exp for Metropolis criterion

In Monte Carlo simulations, using the Metropolis criterion, one often has to compare a random number $a$, $0 \leq a < 1$, to the Boltzmann distribution $exp(-\beta\Delta E)$, where $\Delta E$ is ...
2answers
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### Performance metrics to compare initial-boundary value problem solutions

I am comparing the performance several finite difference methods of solving an initial-boundary value problem. There are several dimensions to this comparison: Number of cells Number of timesteps ...
3answers
432 views

### Eigenvalues of a sparse banded nonsymmetric matrix from an elliptic operator

I have a sparse matrix coming from the discretization of a 3D elliptic PDE. The matrix is banded with seven non-zeros diagonals. The sparsity pattern of the matrix looks like this (the actual matrix ...
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### Linear equation system: Direct solver works, iterative solver does not

I have to solve for x in b = A*x, where a is sparse. This works fine with Matlab's mldivide: x = A \ b. Since I will have to use an iterative algorithm for very large A, I'm currently testing Matlab's ...
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123 views

### Finding null vectors of a parameter-dependent matrix

I have dense complex matrices $M(z)$ in which each element $M_{ij} = M_{ij}(z)$ depends on a complex parameter $z$. I need to find $z$ such that the matrix $M$ gets singular, i.e. I am looking for ...
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109 views

### Finding Interior eigenvalues using Davidson algorithm

Is it possible to find interior eigenvalues closer to some lambda using Davidson method. I was searching online but found that most people use Jacobi-Davidson method for that. Thanks