THIS IS A CONTINUATION OF N00014-14-1-0797 Development and Applications of New Algorithms of Numerical Linear Algebra
Abstract
We will construct improved algorithms for the solution of large-scale systems of linear algebraic equations with symmetric positive definite matrices. The algorithms are based on a recent theoretical development, and are expected to provide a significant improvement compared to the existing iterative techniques (such as the Conjugate Gradients and related methods). We will also investigate connections of our approach to other classes of problems (eigendecomposition of large-scale matrices, etc.), and to the solution of linear systems with matrices that are not positive definite, and (possibly) even non-normal. 1
Document Details
- Document Type
- DoD Grant Award
- Publication Date
- Jun 10, 2016
- Source ID
- N000141612123
Entities
People
- Vladimir Rokhlin, Jr.
Organizations
- Office of Naval Research
- United States Navy
- Yale University