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Automatic, or algorithmic, differentiation addresses the need for the accurate
and efficient calculation of derivative values in scientific computing. To this
end procedural programs for the evaluation of problem-specific functions are
transformed into programs that also compute the required derivative values
at the same numerical arguments in floating point arithmetic. Disregarding
many important implementation issues, we examine in this article complexity
bounds and other more mathematical aspects of the program transformation
task sketched above.
We give an algorithm to compute N steps of a convolution quadrature approximation
to a continuous temporal convolution using only O(N logN) multiplications and O(logN) active
memory. The method does not require evaluations of the convolution kernel, but instead O(logN)
evaluations of its Laplace transform, which is assumed sectorial. The algorithm can be used for the
stable numerical solution with quasi-optimal complexity of linear and nonlinear integral and integrodifferential
equations of convolution type. In a numerical example we apply it to solve a subdiffusion
equation with transparent boundary conditions.
In this paper we propose a new finite element realization of the Perfectly Matched
Layer method (PML-method). Our approach allows to deal with a wide class of
polygonal domains and with certain types of inhomogeneous exterior domains.
Among the covered inhomogeneities are open waveguide structures playing an essential
role in integrated optics. We give a detailed insight into implementation
aspects. Numerical examples show exponential convergence behavior to the exact
solution with the thickness of the PML sponge layer.
This article describes Fortran 77 subroutines for computing eigenvalues and invariant subspaces
of Hamiltonian and skew-Hamiltonian matrices. The implemented algorithms are based on orthogonal
symplectic decompositions, implying numerical backward stability as well as symmetry
preservation for the computed eigenvalues. These algorithms are supplemented with balancing and
block algorithms, which can lead to considerable accuracy and performance improvements. As a
by-product, an efficient implementation for computing symplectic QR decompositions is provided.
We demonstrate the usefulness of the subroutines for several, practically relevant examples.
Stewart's recently introduced Krylov-Schur algorithm
is a modification of the implicitly restarted Arnoldi algorithm which
employs reordered Schur decompositions to perform restarts and de-
ations in a numerically reliable manner. This paper describes a variant
of the Krylov-Schur algorithm suitable for addressing eigenvalue
problems associated with products of large and sparse matrices. It
performs restarts and de
ations via reordered periodic Schur decompositions
and, by taking the product structure into account, it is
capable to achieve qualitatively better approximations to the eigenvalues
of small magnitude.
We investigate the condition number for a complex eigenvalue of a real matrix under
real perturbations. Based on an explicit formula, it is shown that this number is never
smaller than 1/
p
2 times the corresponding condition number with respect to complex
perturbations. This result can be generalized to the condition number of an arbitrary
complex-valued function under real perturbations. This extends to related condition
numbers.
