AbstractThe aim of this work is to study the solution of symmetric positif definite systems of linear equations. The Lanczos and conjugate gradient algorithms are studied and applied to such systems. The various properties of these two algorithms are analysed and the utility of the Lanczos algorithm in the calculation of eigenvalues is demonstrated. Furthermore, a strategy to solve a set of systems with multiple right-hand-sides is proposed and applied to the heat equation problem.
|Date of Award||2009|
|Supervisor||ANNICK SARTENAER (Supervisor), Philippe TOINT (Jury) & Daniel RUIZ (Jury)|
Etude des algorithmes de Lanczos et du gradient conjugué et leurs applications à la résolution de systèmes à seconds membres multiples
TANNIER, C. (Author). 2009
Student thesis: Master types › Master in Mathematics