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What is the worst case complexity of Conjugate Gradient?
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Taking this as my original question: Do we know if there exists a RHS and an initial (unlucky) guess that will require $\Theta(\sqrt{\kappa})$ steps? The answer to the question is "no". The idea of ...

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How can I avoid roundoff error when calculating the difference $\textrm{erfc}(a) - \textrm{erfc}(b)$?
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1 votes

I am not sure exactly what you are trying to do. I am assuming you want to evaluate the integral using some sort of quadrature. This will work for that. Note that we have $$ \begin{align*} \int_{x=...

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Are there any possible applications of real-time Finite Element Analysis?
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I think that what you describe is more-or-less how some tanks are able to fire while moving. They have a differential model of the turret, sensors and actuators.

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Modern C++ in scientific computing?
10 votes

I would suggest taking a look at Deal.II. It uses the STL, it's own iterators, shared pointers, etc. The various linear solvers can use the various matrices because of how it was designed. I ...

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