Cholesky Factorization and Matrix Inversion


Book Description

The Cholesky square root algorithm used in the solution of linear equations with a positive definite matrix of coefficients is developed by elementary matrix algebra, independent of the Gaussian elimination from which it was originally derived. The Cholesky factorization leads to a simple inversion procedure for the given matrix. A simple transformation makes the inversion applicable to nonsymmetric matrices. The least squares hypothesis is shown to be the simplest and most general unique solution of a system of linear equations with a nonsquare matrix of coefficients. The method of proof is extended to develop the Gaussian elimination algorithm in a readily comprehensible procedure.




Generalized Inverses


Book Description

This second edition accounts for many major developments in generalized inverses while maintaining the informal and leisurely style of the 1974 first edition. Added material includes a chapter on applications, new exercises, and an appendix on the work of E.H. Moore.




Numerical Matrix Analysis


Book Description

Matrix analysis presented in the context of numerical computation at a basic level.




Numerical Methods of Statistics


Book Description

This 2001 book provides a basic background in numerical analysis and its applications in statistics.




Digit-Serial Computation


Book Description

Digital signal processing (DSP) is used in a wide range of applications such as speech, telephone, mobile radio, video, radar and sonar. The sample rate requirements of these applications range from 10 KHz to 100 MHz. Real time implementation of these systems requires design of hardware which can process signal samples as these are received from the source, as opposed to storing them in buffers and processing them in batch mode. Efficient implementation of real time hardware for DSP applications requires study of families of architectures and implementation styles out of which an appropriate architecture can be selected for a specified application. To this end, the digit-serial implementation style is proposed as an appropriate design methodology for cases where bit-serial systems cannot meet the sample rate requirements, and bit-parallel systems require excessive hardware. The number of bits processed in a clock cycle is referred to as the digit-size. The hardware complexity and the achievable sample rate increase with increase in the digit-size. As special cases, a digit serial system is reduced to bit-serial or bit-parallel when the digit-size is selected to equal one or the word-length, respectively. A family of implementations can be obtained by changing the digit-size parameter, thus permitting an optimal trade-off between throughput and size. Because of their structured architecture, digit-serial designs lend themselves to automatic compilation from algorithmic descriptions. An implementation of this design methodology, the Parsifal silicon compiler was developed at the General Electric Corporate Research and Development laboratory.




The Theory of Matrices in Numerical Analysis


Book Description

This text presents selected aspects of matrix theory that are most useful in developing computational methods for solving linear equations and finding characteristic roots. Topics include norms, bounds and convergence; localization theorems; more. 1964 edition.




Data Mining for Bioinformatics


Book Description

Covering theory, algorithms, and methodologies, as well as data mining technologies, Data Mining for Bioinformatics provides a comprehensive discussion of data-intensive computations used in data mining with applications in bioinformatics. It supplies a broad, yet in-depth, overview of the application domains of data mining for bioinformatics to help readers from both biology and computer science backgrounds gain an enhanced understanding of this cross-disciplinary field. The book offers authoritative coverage of data mining techniques, technologies, and frameworks used for storing, analyzing, and extracting knowledge from large databases in the bioinformatics domains, including genomics and proteomics. It begins by describing the evolution of bioinformatics and highlighting the challenges that can be addressed using data mining techniques. Introducing the various data mining techniques that can be employed in biological databases, the text is organized into four sections: Supplies a complete overview of the evolution of the field and its intersection with computational learning Describes the role of data mining in analyzing large biological databases—explaining the breath of the various feature selection and feature extraction techniques that data mining has to offer Focuses on concepts of unsupervised learning using clustering techniques and its application to large biological data Covers supervised learning using classification techniques most commonly used in bioinformatics—addressing the need for validation and benchmarking of inferences derived using either clustering or classification The book describes the various biological databases prominently referred to in bioinformatics and includes a detailed list of the applications of advanced clustering algorithms used in bioinformatics. Highlighting the challenges encountered during the application of classification on biological databases, it considers systems of both single and ensemble classifiers and shares effort-saving tips for model selection and performance estimation strategies.




Introduction to Numerical Programming


Book Description

Makes Numerical Programming More Accessible to a Wider Audience Bearing in mind the evolution of modern programming, most specifically emergent programming languages that reflect modern practice, Numerical Programming: A Practical Guide for Scientists and Engineers Using Python and C/C++ utilizes the author’s many years of practical research and teaching experience to offer a systematic approach to relevant programming concepts. Adopting a practical, broad appeal, this user-friendly book offers guidance to anyone interested in using numerical programming to solve science and engineering problems. Emphasizing methods generally used in physics and engineering—from elementary methods to complex algorithms—it gradually incorporates algorithmic elements with increasing complexity. Develop a Combination of Theoretical Knowledge, Efficient Analysis Skills, and Code Design Know-How The book encourages algorithmic thinking, which is essential to numerical analysis. Establishing the fundamental numerical methods, application numerical behavior and graphical output needed to foster algorithmic reasoning, coding dexterity, and a scientific programming style, it enables readers to successfully navigate relevant algorithms, understand coding design, and develop efficient programming skills. The book incorporates real code, and includes examples and problem sets to assist in hands-on learning. Begins with an overview on approximate numbers and programming in Python and C/C++, followed by discussion of basic sorting and indexing methods, as well as portable graphic functionality Contains methods for function evaluation, solving algebraic and transcendental equations, systems of linear algebraic equations, ordinary differential equations, and eigenvalue problems Addresses approximation of tabulated functions, regression, integration of one- and multi-dimensional functions by classical and Gaussian quadratures, Monte Carlo integration techniques, generation of random variables, discretization methods for ordinary and partial differential equations, and stability analysis This text introduces platform-independent numerical programming using Python and C/C++, and appeals to advanced undergraduate and graduate students in natural sciences and engineering, researchers involved in scientific computing, and engineers carrying out applicative calculations.




Functions of Matrices


Book Description

A thorough and elegant treatment of the theory of matrix functions and numerical methods for computing them, including an overview of applications, new and unpublished research results, and improved algorithms. Key features include a detailed treatment of the matrix sign function and matrix roots; a development of the theory of conditioning and properties of the Fre;chet derivative; Schur decomposition; block Parlett recurrence; a thorough analysis of the accuracy, stability, and computational cost of numerical methods; general results on convergence and stability of matrix iterations; and a chapter devoted to the f(A)b problem. Ideal for advanced courses and for self-study, its broad content, references and appendix also make this book a convenient general reference. Contains an extensive collection of problems with solutions and MATLAB implementations of key algorithms.




Direct Methods for Sparse Linear Systems


Book Description

The sparse backslash book. Everything you wanted to know but never dared to ask about modern direct linear solvers. Chen Greif, Assistant Professor, Department of Computer Science, University of British Columbia.Overall, the book is magnificent. It fills a long-felt need for an accessible textbook on modern sparse direct methods. Its choice of scope is excellent John Gilbert, Professor, Department of Computer Science, University of California, Santa Barbara.Computational scientists often encounter problems requiring the solution of sparse systems of linear equations. Attacking these problems efficiently requires an in-depth knowledge of the underlying theory, algorithms, and data structures found in sparse matrix software libraries. Here, Davis presents the fundamentals of sparse matrix algorithms to provide the requisite background. The book includes CSparse, a concise downloadable sparse matrix package that illustrates the algorithms and theorems presented in the book and equips readers with the tools necessary to understand larger and more complex software packages.With a strong emphasis on MATLAB and the C programming language, Direct Methods for Sparse Linear Systems equips readers with the working knowledge required to use sparse solver packages and write code to interface applications to those packages. The book also explains how MATLAB performs its sparse matrix computations.Audience This invaluable book is essential to computational scientists and software developers who want to understand the theory and algorithms behind modern techniques used to solve large sparse linear systems. The book also serves as an excellent practical resource for students with an interest in combinatorial scientific computing.Preface; Chapter 1: Introduction; Chapter 2: Basic algorithms; Chapter 3: Solving triangular systems; Chapter 4: Cholesky factorization; Chapter 5: Orthogonal methods; Chapter 6: LU factorization; Chapter 7: Fill-reducing orderings; Chapter 8: Solving sparse linear systems; Chapter 9: CSparse; Chapter 10: Sparse matrices in MATLAB; Appendix: Basics of the C programming language; Bibliography; Index.