DOI10.1137/0613024zbMath0752.65037OpenAlexW2007259720WikidataQ56227993 ScholiaQ56227993MaRDI QIDQ3988993
John R. Gilbert, Cleve Moler, Robert Schreiber
Publication date: 28 June 1992
Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0613024
Cached Gaussian elimination for simulating Stokes flow on domains with repetitive geometry,
Sparsity in higher order methods for unconstrained optimization,
Recent experiences on mixed finite elements for 2D simulations of magnetic fields,
An object‐oriented interface for the dynamic memory management of sparse discrete mathematical operators in numerical scientific applications,
An algorithm for solving singular perturbation problems with mechanization,
A banded preconditioner for the two-sided, nonlinear space-fractional diffusion equation,
Supplementary projections for the acceleration of Kaczmarz algorithm,
Separators and structure prediction in sparse orthogonal factorization,
Sparse matrix storage formats and acceleration of iterative solution of linear algebraic systems with dense matrices,
Superconsistent collocation methods with applications to convection-dominated convection-diffusion equations,
Iterative ILU Preconditioners for Linear Systems and Eigenproblems,
High performance verified computing using C-XSC,
Estimating sensitivity indices based on Gaussian process metamodels with compactly supported correlation functions,
DNSLab: a gateway to turbulent flow simulation in Matlab,
Efficient solution for Galerkin-based polynomial chaos expansion systems,
Sparse direct methods for model simulation,
Scalable semiparametric spatio-temporal regression for large data analysis,
Optimal control in first-order Sobolev spaces with inequality constraints,
Bayesian nonstationary spatial modeling for very large datasets,
Phoretic motion of soft vesicles and droplets: an XFEM/particle-based numerical solution,
Rejoinder to ‘Dynamic dependence networks: Financial time series forecasting and portfolio decisions’,
Fast power flow scheduling and sensitivity analysis for sizing a microgrid with storage,
Kriging with large data sets using sparse matrix techniques,
Efficient computation of the Gauss-Newton direction when fitting NURBS using ODR,
A survey of direct methods for sparse linear systems,
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Factoring matrices with a tree-structured sparsity pattern,
Fast maximum likelihood estimation of very large spatial autoregressive models: a characteristic polynomial approach.,
Efficient solvers for the IBC method,
RECONCILING CONFLICTING COMBINATORIAL PREPROCESSORS FOR GEOMETRIC CONSTRAINT SYSTEMS,
Finite Horizon Maximum Likelihood Estimation for Integrated Navigation with RF Beacon Measurements,
The chebop system for automatic solution of differential equations,
An efficient simplex type algorithm for sparse and dense linear programs.,
DSJM: A Software Toolkit for Direct Determination of Sparse Jacobian Matrices,
A triangulation and fill-reducing initialization procedure for the simplex algorithm,
Krylov methods for solving models with forward-looking variables,
On some properties of the Laplacian matrix revealed by the RCM algorithm,
Exact Solution of Sparse Linear Systems via Left-Looking Roundoff-Error-Free LU Factorization in Time Proportional to Arithmetic Work,
Multiscale Matrix Sampling and Sublinear-Time PageRank Computation,
Exploiting Multiple Levels of Parallelism in Sparse Matrix-Matrix Multiplication,
Fixed-domain asymptotic properties of tapered maximum likelihood estimators,
A sparse counterpart of Reichel and Gragg's package QRUP,
Monte Carlo estimates of the log determinant of large sparse matrices,
Equivalence between lowest-order mixed finite element and multi-point finite volume methods on simplicial meshes,
The inexact fixed matrix iteration for solving large linear inequalities in a least squares sense,
Predicting the structure of sparse orthogonal factors,
Estimating the matrix \(p\)-norm