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Large sparse linear systems of equations are ubiquitous in science, engineering and beyond. This open access monograph focuses on factorization algorithms for solving such systems. It presents classical techniques for complete factorizations that are used in sparse direct methods and discusses the computation of approximate direct and inverse factorizations that are key to constructing general-purpose algebraic preconditioners for iterative solvers. A unified framework is used that emphasizes the underlying sparsity structures and highlights the importance of understanding sparse direct methods when developing algebraic preconditioners. Theoretical results are complemented by sparse matrix algorithm outlines.
Algorithms --- Matrius disperses --- Sistemes lineals --- Algorismes
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Mathematics. --- Equacions diferencials lineals --- Teoria de la bifurcació --- Math --- Science --- Sistemes dinàmics diferenciables --- Equacions diferencials el·líptiques --- Sistemes lineals
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This textbook provides a mathematical introduction to linear systems, with a focus on the continuous-time models that arise in engineering applications such as electrical circuits and signal processing. The book introduces linear systems via block diagrams and the theory of the Laplace transform, using basic complex analysis. The book mainly covers linear systems with finite-dimensional state spaces. Graphical methods such as Nyquist plots and Bode plots are presented alongside computational tools such as MATLAB. Multiple-input multiple-output (MIMO) systems, which arise in modern telecommunication devices, are discussed in detail. The book also introduces orthogonal polynomials with important examples in signal processing and wireless communication, such as Telatar’s model for multiple antenna transmission. One of the later chapters introduces infinite-dimensional Hilbert space as a state space, with the canonical model of a linear system. The final chapter covers modern applications to signal processing, Whittaker’s sampling theorem for band-limited functions, and Shannon’s wavelet. Based on courses given for many years to upper undergraduate mathematics students, the book provides a systematic, mathematical account of linear systems theory, and as such will also be useful for students and researchers in engineering. The prerequisites are basic linear algebra and complex analysis.
Algebra --- Mathematics --- Electrical engineering --- algebra --- automatisering --- systeemtheorie --- wiskunde --- automatische regeltechniek --- Automatic control. --- Automatic control --- Sistemes lineals --- Data processing.
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This book focuses on Krylov subspace methods for solving linear systems, which are known as one of the top 10 algorithms in the twentieth century, such as Fast Fourier Transform and Quick Sort (SIAM News, 2000). Theoretical aspects of Krylov subspace methods developed in the twentieth century are explained and derived in a concise and unified way. Furthermore, some Krylov subspace methods in the twenty-first century are described in detail, such as the COCR method for complex symmetric linear systems, the BiCR method, and the IDR(s) method for non-Hermitian linear systems. The strength of the book is not only in describing principles of Krylov subspace methods but in providing a variety of applications: shifted linear systems and matrix functions from the theoretical point of view, as well as partial differential equations, computational physics, computational particle physics, optimizations, and machine learning from a practical point of view. The book is self-contained in that basic necessary concepts of numerical linear algebra are explained, making it suitable for senior undergraduates, postgraduates, and researchers in mathematics, engineering, and computational science. Readers will find it a useful resource for understanding the principles and properties of Krylov subspace methods and correctly using those methods for solving problems in the future.
Numerical analysis. --- Mathematical models. --- Algorithms. --- Numerical Analysis. --- Mathematical Modeling and Industrial Mathematics. --- Algorism --- Algebra --- Arithmetic --- Models, Mathematical --- Simulation methods --- Mathematical analysis --- Foundations --- Sistemes lineals --- Anàlisi numèrica --- Algorismes --- Anàlisi numèrica.
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Control theory. --- System theory. --- Systems, Theory of --- Systems science --- Science --- Dynamics --- Machine theory --- Philosophy --- Teoria de control --- Teoria de sistemes --- Filosofia de la ciència --- Anàlisi de sistemes --- Autopoesi --- Caos (Teoria de sistemes) --- Enginyeria de sistemes --- Sistemes biològics --- Sistemes complexos --- Sistemes lineals --- Sistemes no lineals --- Sistemes socials --- Control (Matemàtica) --- Control òptim --- Regulació --- Teoria de màquines --- Control automàtic --- Filtre de Kalman --- Sistemes de control biològic
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Linear systems. --- Control theory. --- Dynamics --- Machine theory --- Systems, Linear --- Differential equations, Linear --- System theory --- Sistemes lineals --- Teoria de control --- Control (Matemàtica) --- Control òptim --- Regulació --- Anàlisi de sistemes --- Teoria de màquines --- Control automàtic --- Filtre de Kalman --- Sistemes de control biològic --- Teoria de sistemes --- Equacions diferencials lineals
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Teoria de sistemes --- Dinàmica --- Cinètica --- Matemàtica --- Mecànica analítica --- Aerodinàmica --- Cinemàtica --- Caos (Teoria de sistemes) --- Dinàmica molecular --- Electrodinàmica --- Estabilitat --- Matèria --- Moviment --- Moviment rotatori --- Pertorbació (Matemàtica) --- Teoria quàntica --- Termodinàmica --- Estàtica --- Física --- Energia --- Mecànica --- Filosofia de la ciència --- Anàlisi de sistemes --- Autopoesi --- Enginyeria de sistemes --- Sistemes biològics --- Sistemes complexos --- Sistemes lineals --- Sistemes no lineals --- Sistemes socials --- System theory --- Dynamics --- History. --- Statistical methods. --- Dynamical systems --- Kinetics --- Mathematics --- Mechanics, Analytic --- Force and energy --- Mechanics --- Physics --- Statics --- Systems, Theory of --- Systems science --- Science --- Philosophy
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Control theory. --- System theory. --- Numerical analysis. --- Dynamics --- Machine theory --- Mathematical analysis --- Systems, Theory of --- Systems science --- Science --- Philosophy --- Teoría de sistemes --- Teoria de control --- Control (Matemàtica) --- Control òptim --- Regulació --- Anàlisi de sistemes --- Teoria de màquines --- Control automàtic --- Filtre de Kalman --- Sistemes de control biològic --- Filosofia de la ciència --- Autopoesi --- Caos (Teoria de sistemes) --- Enginyeria de sistemes --- Sistemes biològics --- Sistemes complexos --- Sistemes lineals --- Sistemes no lineals --- Sistemes socials --- Teoria de sistemes.
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Critical realism. --- System theory. --- Teachers --- Training of --- Philosophy. --- Faculty (Education) --- Instructors --- School teachers --- Schoolteachers --- School employees --- Systems, Theory of --- Systems science --- Science --- Philosophy, Modern --- Realism --- Philosophy --- Formació del professorat --- Filosofia de l'educació --- Teoria de sistemes --- Filosofia de la ciència --- Anàlisi de sistemes --- Autopoesi --- Caos (Teoria de sistemes) --- Enginyeria de sistemes --- Sistemes biològics --- Sistemes complexos --- Sistemes lineals --- Sistemes no lineals --- Sistemes socials --- Filosofia social --- Antropologia educativa --- Teoria de l'educació --- Formació d'educadors --- Formació dels mestres --- Perfeccionament del professorat --- Formació --- Escoles normals --- Observació (Mètode d'ensenyament) --- Pràctiques pedagògiques --- Professors
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