Questions tagged [linear-system]

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Levinson Recursion for Non Square Toeplitz Matrices

Given a rectangular Toeplitz Matrix $ H $, how could one solve: $$ y = H x $$ For instance, $ H $ can be Linear Convolution Matrix of the filter $ h $: $$ H = \begin{bmatrix} {h}_{1} & 0 & ...
5
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0answers
145 views

Solve ill-posed linear system without transposing matrices?

I am attempting to use an iterative solver to solve $p$ in $$ Jp = -r $$ where $J$ is an $m\times m$ matrix ($m$ is in the order of $10^5$ and never explicitly stored). $J$ is a dense matrix ...
2
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1answer
121 views

Preconditioning vs. regularization

I used to be more of a numerical linear algebra and computational science person, but recently, I've crossed into stats and machine learning. For this discussion, let's focus on matrices that are not ...
2
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0answers
60 views

Kronecker-factored least-squares?

Suppose $a_i,b_i$ are $d\times 1$ matrices, $y_i$ is scalar, and I need to find least-squares solution $w$ of the following system of $n$ equations: $$y_i=(a_i^T\otimes b_i^T)w$$ Is there a ...
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0answers
109 views

How to reproduce the numerical examples in Prof. Saad's Book about Krylov subspace methods?

After reading Prof. Saad' Book, "Iterative methods for Sparse Linear Systems, 2nd version", I want to do the numerical examples about the Krylov subspace methods not only to reproduce the results in ...
2
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0answers
74 views

Book Recommendation: Analysis and design of mechanistic models - such as pharmacokinetics or hydrology models

I have been looking at an interesting book "Pharmacokinetic-Pharmacodynamic Modeling and Simulation" by Peter Bonate on pharmacokinetic models: the models of how medical drugs work their way through ...
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0answers
72 views

Solution of an underdetermined system stemming from a PDE with Neumann BC

Consider the Poisson's equation in 1D with homogeneous b.c.'s $\mathrm{d} \phi/\mathrm{d} x=0$ with the seven point Laplacian (1 -54 783 -1460 783 -54 1 / 576 on a uniform grid). The resulting system ...
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0answers
46 views

How can I implement a bvp problem in a non uniform grid?

I want toconstruct a difference method for the the numerical approximation of the solution of the following boundary value problem: $u:[a,b]\to \mathbb{R}$ function,such that $$ -u''(x)=f(x)$$ and $u(...
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0answers
90 views

Linearize non-linear PDE with BCs to hyperbolic problem: How does linearization affect BCs?

I am working with the Shallow Water equations that is a system of non-linear PDEs that simulate water waves propagation on some domain, in my cases the $x$-axis. I have here a GIF showing the results (...
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0answers
71 views

How to compute the computational cost and storage of the Full Orthogonalization Method?

About the analysis of Full Orthogonalization Method (FOM) in Prof. Saad's book, wrote as follows: Algorithm 6.4 (FOM): \begin{array}{l} r_0=b-Ax_0,\beta=\|r_0\|_2,v_1 = r_0/\beta\\ Define \quad H_m ...
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33 views

What kind of problem or matrices are suitable for multigrid method?

For Poisson or Convection-diffusion equation as follows: $$ -\Delta u=f,\qquad u|_\Omega = g. $$ or $$ -\Delta u +\vec{w}.\nabla u=f,\qquad u|_\Omega = g. $$ using FDM or FEM discretization, we can ...
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51 views

Numerical Method for Equation System of two depending Equation Systems

I am searching a solution method for the following equation system of equation systems: Let $A \in \mathbb{R}^{n \times n}$ be an invertible Matrix, $f, b_1, b_2 \in\mathbb{R}^n$ given vectors and $ ...
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0answers
75 views

Thermal stress to displacement through finite volume method

I am attempting to solve for a displacement field where I know the thermal stresses on my discretized domain, which consists of hex cells. My first question is: is easier way to solve for the ...
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0answers
56 views

Integrating the 2d vorticity equation on periodic boundaries

This question is a follow-up of https://stackoverflow.com/questions/44718160/solve-a-linear-system-for-fft-coefficients At some time (kt), the FT of the vorticity (omega) satisfies: ...
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0answers
63 views

FEM/FVM/FD for structural modeling and stability issues due to large structural constants?

I've read that in modeling structures problems, the finite element method (FEM) is typically used. I am unfamiliar with FEM, but I am wondering, in particular, if using FEM, as opposed to finite ...
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59 views

Solving a linear system with block-banded matrix

It is required to solve a linear system $Ax=b$, where the matrix $A$ is symmetric, all the variables and coefficients are real. The structure of $A$ is \begin{equation} A = \begin{pmatrix} A_{11} &...
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0answers
37 views

How can the choice of coarsening factor affect Multigrid's convergence?

The linear system $Ax=b$ is coming from the discretization of an elliptic PDE. Multigrid method is used in order to solve it. Suppose $c_0$ is the coarsening factor on level 0 and $c_m$ the coarsening ...
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57 views

Why does the initial guess for linear system usually choose by zero vector?

For solving linear system $$ Ax=b, $$ using iterative mehods, we often use the terminate criterion as follows: $$ \frac{\|r_k\|}{\|r_0\|}=\frac{\|b-Ax_k\|}{\|b-Ax_0\|}<eps. $$where $x_0$ is the ...
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74 views

Analytic vs discrete understanding of PDE

The PDE I am working with: $$\partial_tu = \nabla \cdot (a(x)\nabla u)-\beta(x)u\\ \partial_nu=0, x \in \Omega \subset \mathbb{R}^2\\ \beta(x)>0$$ Integrate the PDE: $$\int_\Omega \partial_t u=\...