A new effective modification of the method which is described in [1] for solving of real symmetric circulant pentadiagonal systems of linear equations is proposed. We consider t...
We consider the classical finite-state discounted Markovian decision problem, and we introduce a new policy iteration-like algorithm for finding the optimal state costs or Q-facto...
Identification and comparison of nonlinear dynamical system models using noisy and sparse experimental data is a vital task in many fields, however current methods are computation...
Abstract. An iterative method LSMR is presented for solving linear systems Ax = b and leastsquares problem min Ax - b 2, with A being sparse or a fast linear operator. LSMR is base...
The graphics processing unit (GPU) is used to solve large linear systems derived from partial differential equations. The differential equations studied are strongly convection-...
Joseph M. Elble, Nikolaos V. Sahinidis, Panagiotis...