561 -- 5:25 App (Gauss-Seidel)高斯-赛德尔迭代法 解线性方程组 2227 -- 23:30 App (Spline)三次样条插值 237 -- 19:13 App (Newton)牛顿插值法 4258 -- 19:03 App 复化梯形求积公式 9587 8 20:44 App 分段线性插值 212 -- 30:13 App 复化Gauss求积 295 -- 14:31 App 最速下降法...
The Gauss-Seidel-Quasi-Newton method: A hybrid algorithm for solving dynamic economic models. Journal of Economic Dynamics and Con- trol 31(5), 1610-1632.Ludwig, A. (2007): "The Gauss-Seidel-Quasi-Newton Method: A Hybrid Algorithm for Solving Dynamic Economic Models," Journal of Economic ...
有利于在混合网格上推广.利用该方法,数值模拟了Bump绕流和NACA0012翼型绕流.计算结果表明,与显式的Runge-Kutta时间格式相比,隐式格式所需的迭代步数和CPU时间均在很大程度上得到减少,计算效率能够提高1,-,2个量级.关键词间断Galerkin有限元,Taylor基函数,Newton迭代,Gauss.Seidel迭代,时间隐式方法中图分类号:V211.3...
The Gauss-Seidel-Quasi-Newton method: A hybrid algorithm for solving dynamic economic models. Journal of Economic Dynamics and Con- trol 31(5), 1610-1632.Ludwig, A. (2007): "The Gauss-Seidel-Quasi-Newton Method: A Hybrid Algorithm for Solving Dynamic Economic Models", Journal of Economic ...
Zubieta, "Gauss-Seidel-Newton-Armijo approach for minimization problems on the non-negative orthant; application to spatial price equilibrium problems," European Journal of Operational Research, vol. 57, no. 3, pp. 395-408, March 1992.J. Crouzeix, J. Ferland, and L. Zubieta, "Gauss-Seidel-...
Interval-branch-and-bound methods for global optimization very often incorporate interval Newton Gauss-Seidel steps to reduce the widths of the boxes resulting from the basic branch-and-bound method. These steps try to determine the roots of the gradient of the objective function, whereas various ...
Gauss-Seidel迭代时间隐式方法在Newton迭代方法的基础上,对高阶精度间断Galerkin有限元方法 (DGM)的时间隐式格式进行了研究.Newton迭代法的优势在于收敛效率高效,并且定常和非定常问题能够统一处理,对于非定常问题无需引入双时间步策略.为了避免大型矩阵的求逆,采用一步Gauss-Seidel迭代和Matrix-free技术消去残值Jacobi...
In the local solver, the values of traveltime on an entire line are updated simultaneously by Newton's method. The global solution is then obtained by Gauss–Seidel iterations with line-wise sweepings. We first develop the Newton-based first-order scheme, and on top of that we further ...