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  • 1
    Electronic Resource
    Electronic Resource
    Springer
    Numerische Mathematik 86 (2000), S. 173-191 
    ISSN: 0945-3245
    Keywords: Mathematics Subject Classification (1991): 30C20,30E10, 65F10
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Summary. Conformal maps from the exterior of the closed unit disk onto the exterior of ‘bratwurst’ shape sets in the complex plane are constructed. Using these maps, coefficients for the computation of the corresponding Faber polynomials are derived. A ‘bratwurst’ shape set is the result of deforming an ellipse with foci on the real axis, by conformally mapping the real axis onto the unit circle. Such sets are well suited to serve as inclusion sets for sets associated with a matrix, for example the spectrum, field of values or a pseudospectrum. Hence, the sets can be applied in the construction and analysis of a broad range of iterative methods for the solution of linear systems. The main advantage of the approach is that the conformal maps are derived from elementary transformations, allowing an easy computation of the associated transfinite diameter, asymptotic convergence factor and Faber polynomials. Numerical examples are given.
    Type of Medium: Electronic Resource
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  • 2
    Title: Linear Algebra /
    Author: Liesen, Jörg
    Contributer: Mehrmann, Volker
    Year of publication: 2015
    Pages: xi, 324 Seiten
    Series Statement: Springer undergraduate mathematics series
    ISBN: 978-3-319-24346-7 , 978-3-319-24344-3
    Type of Medium: Book
    Language: English
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  • 3
    Book
    Book
    Oxford :Oxford Univ. Press,
    Title: Krylov subspace methods: principles and analysis /
    Author: Liesen, Jörg
    Contributer: Strakoš, Zdenek
    Publisher: Oxford :Oxford Univ. Press,
    Year of publication: 2013
    Pages: XV, 391 S. : , graph. Darst. ; , 24 cm
    Series Statement: Numerical mathematics and scientific computation
    ISBN: 978-0-19-965541-0
    Type of Medium: Book
    Language: English
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  • 4
    Publication Date: 2020-08-05
    Description: In the simplex algorithm, solving linear systems with the basis matrix and its transpose accounts for a large part of the total computation time. We investigate various methods from modern numerical linear algebra to improve the computation speed of the basis updates arising in LPs. The experiments are executed on a large real-world test set. The most widely used solution technique is sparse LU factorization, paired with an updating scheme that allows to use the factors over several iterations. Clearly, small number of fill-in elements in the LU factors is critical for the overall performance. Using a wide range of LPs we show numerically that after a simple permutation the non-triangular part of the basis matrix is so small, that the whole matrix can be factorized with (relative) fill-in close to the optimum. This permutation has been exploited by simplex practitioners for many years. But to our knowledge no systematic numerical study has been published that demonstrates the effective reduction to a surprisingly small non-triangular problem, even for large scale LPs. For the factorization of the non-triangular part most existing simplex codes use some variant of dynamic Markowitz pivoting, which originated in the late 1950s. We also show numerically that, in terms of fill-in and in the simplex context, dynamic Markowitz is quite consistently superior to other, more recently developed techniques.
    Keywords: ddc:510
    Language: English
    Type: reportzib , doc-type:preprint
    Format: application/pdf
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