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SIAMMAX
2010
224views more  SIAMMAX 2010»
14 years 6 months ago
Robust Approximate Cholesky Factorization of Rank-Structured Symmetric Positive Definite Matrices
Abstract. Given a symmetric positive definite matrix A, we compute a structured approximate Cholesky factorization A RT R up to any desired accuracy, where R is an upper triangula...
Jianlin Xia, Ming Gu
SIAMMAX
2010
116views more  SIAMMAX 2010»
14 years 6 months ago
Structured Total Maximum Likelihood: An Alternative to Structured Total Least Squares
Abstract. Linear inverse problems with uncertain measurement matrices appear in many different applications. One of the standard techniques for solving such problems is the total l...
Amir Beck, Yonina C. Eldar
SIAMREV
2010
108views more  SIAMREV 2010»
14 years 6 months ago
Market Design for Emission Trading Schemes
Abstract. The main thrust of the paper is the design and the numerical analysis of new capand-trade schemes for the control and the reduction of atmospheric pollution. The tools de...
René Carmona, Max Fehr, Juri Hinz, Arnaud P...
SIAMSC
2010
136views more  SIAMSC 2010»
14 years 6 months ago
A Krylov Method for the Delay Eigenvalue Problem
Abstract. The Arnoldi method is currently a very popular algorithm to solve large-scale eigenvalue problems. The main goal of this paper is to generalize the Arnoldi method to the ...
Elias Jarlebring, Karl Meerbergen, Wim Michiels
SIAMSC
2010
104views more  SIAMSC 2010»
14 years 6 months ago
BDDC Preconditioners for Spectral Element Discretizations of Almost Incompressible Elasticity in Three Dimensions
Abstract. BDDC algorithms are constructed and analyzed for the system of almost incompressible elasticity discretized with Gauss-Lobatto-Legendre spectral elements in three dimensi...
Luca F. Pavarino, Olof B. Widlund, Stefano Zampini
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