641 views

### Diagonal update of a symmetric positive definite matrix

$A$ is a $n \times n$ symmetric positive definite (SPD) sparse matrix. $G$ is a sparse diagonal matrix. $n$ is large ($n$ >10000) and the number of nonzeros in the $G$ is usually 100 ~ 1000. $A$ has ...
159 views

### Why are Octrees used for Multipole space decomposition?

In most (all?) implementations of the Fast Multipole Method (FMM), octrees are used to decompose the relevant domain. Theoretically, octrees provide a simple volumetric bound, which is useful for ...
336 views

### Danger of complex arithmetics in scientific computing

The complex inner product $\langle u,v\rangle$ has two different definitions decided by conventions: $\bar{u}^Tv$ or $u^T\bar{v}$. In BLAS, I found the routines cdotu, zdotu, and cdotc, zdotc. The ...
878 views

### Comparing Jacobi and Gauss-Seidel methods for nonlinear iterations

It is well known that for certain linear systems Jacobi and Gauss-Seidel iterative methods have the same convergence behavior, e.g. Stein-Rosenberg Theorem. I am wondering if similar results exist for ...
148 views

### Specialized methods for symmetric tridiagonal generalized eigenvalue problems

I have to solve generalized eigenvalue problems $Ax = \lambda Bx$ where $A$ and $B$ are both tridiagonal, $B$ is symmetric positive definite and real, but $A$ is only complex symmetric (not definite ...
76 views

### Guidelines for nested preconditioners

Consider the situation where you want to solve a linear system using a preconditioned Krylov method, but applying the preconditioner itself involves solving an auxiliary system, which is done with ...
284 views

### Implementation of Jacobi-Davidson method for cubic eigenvalue problem

I have a large cubic eigenvalue problem: $$\left(\mathbf{A}_0 + \lambda\mathbf{A}_1 + \lambda^2\mathbf{A}_2 + \lambda^3\mathbf{A}_3\right)\mathbf{x} = 0.$$ I could solve this by converting to a ...
194 views

### Operator Splitting methods for DAEs

After doing some research, I've found that most of the literature on operator splitting methods (e.g. Strang Splitting, Fractional Step, etc.) are specifically designed for a standard problem type of ...
311 views

### Simple turbulence model appropriate for buoyancy-driven cavity like problem

Which turbulence model is suitable for resolving incompressible buoyancy-driven flow of a fluid within an cylindrical ampoule? I prefer turbulence model which is sufficiently simple so that fully ...
340 views

### cuda and numerical methods with implicit time discretization

I am looking to port some code that resolves a set of partial differential equations (PDE) by the finite volume method in IMPLICIT form (for the time discretization). As result there is a tridiagonal ...
310 views

### What's a good numerical/optimization software package for solving the 2-D optimal stopping problem?

I am looking for a numerical software package to help me solve the 2-dimensional "free boundary" PDEs that arise in optimal stopping problems. In one dimension a standard optimal stopping problem in ...
given a symmetric matrix $Y \in \mathbb{R}^{n \times n}$, and an arbitrary matrix $X \in \mathbb{R}^{n \times n}$, and a vector $v \in \mathbb{R}^{n \times 1}$, is it possible to compute the following ...