Paper Info
Title
Optimal Preconditioning for the Interval Parametric Gauss-Seidel Method
Abstract
We deal with an interval parametric system of linear equations, and focus on the problem how to find an optimal preconditioning matrix for the interval parametric Gauss-Seidel method. The optimality criteria considered are to minimize the width of the resulting enclosure, to minimize its upper end-point or to maximize its lower end-point. We show that such optimal preconditioners can be computed by solving suitable linear programming problems. We also show by examples that, in some cases, such optimal preconditioners are able to significantly decrease an overestimation of the results of common methods.
Year
DOI
Venue
2014
10.1007/978-3-319-31769-4_10
Lecture Notes in Computer Science
Keywords
Field
DocType
Interval computation,Interval parametric system,Preconditioner,Linear programming
Mathematical optimization,Preconditioner,System of linear equations,Matrix (mathematics),Parametric statistics,Linear programming,Interval arithmetic,Mathematics,Gauss–Seidel method
Conference
Volume
ISSN
Citations 
9553
0302-9743
0
PageRank 
References 
Authors
0.34
5
1
Name
Order
Citations
PageRank
Milan Hladík126836.33