• bootlib

  • Referenced in 426 articles [sw40642]
  • chapters deal with resampling methods appropriate for linear regression models, generalized linear models and nonlinear ... underlying which are closely related to resampling methods. Chapter 11 gives a short introduction...
  • Gensys

  • Referenced in 88 articles [sw26837]
  • rational expectations models. We describe methods for solving general linear rational expectations models in continuous ... timing with or without exogenous variables. The methods are based on matrix eigenvalue decompositions...
  • ODEPACK

  • Referenced in 200 articles [sw08341]
  • solvers use general sparse matrix solvers for the linear systems that arise. Two others ... Krylov) methods instead of direct methods for these linear systems. The most recent addition ... LSODIS, which solves implicit problems with general sparse treatment of all matrices involved...
  • SNOPT

  • Referenced in 543 articles [sw02300]
  • scale constrained optimization. Sequential quadratic programming (SQP) methods have proved highly effective for solving constrained ... Here we consider problems with general inequality constraints (linear and nonlinear). We assume that first...
  • ARMS

  • Referenced in 65 articles [sw00048]
  • describes new recursive multilevel method for preconditioning of general sparse linear systems. This strategy ... authors’ codes BILUM and BILUTM. All these methods are based on a block incomplete...
  • gamair

  • Referenced in 317 articles [sw11132]
  • comprehensive introduction to linear, generalized linear, generalized additive and mixed models. Moreover, the book contains ... explanations of the theory underlying the statistical methods and material on statistical modelling...
  • LOQO

  • Referenced in 211 articles [sw02212]
  • implements a primal-dual interior-point method for general nonlinear programming. We focus in this ... algorithm as it applies to linear and quadratic programming with only brief mention...
  • SDPT3

  • Referenced in 697 articles [sw04009]
  • linear matrix inequalities. It employs an infeasible primal-dual predictor-corrector path-following method, with ... calculated via the Lanczos method. Numerical experiments show that this general purpose code can solve...
  • INTLAB

  • Referenced in 464 articles [sw04004]
  • methods for dense linear systems (also inner inclusions and structured matrices) sparse s.p.d. linear systems ... clusters, also inner inclusions and structured matrices) generalized eigenvalue problems (simple and clusters) quadrature...
  • cdd

  • Referenced in 115 articles [sw00114]
  • rays of a general convex polyhedron given by a system of linear inequalities ... efficient implementation of the double description method which is employed in cdd+. One useful feature ... hull problem which is to obtain a linear inequality representation of a convex polyhedron given ... these basic functions, cdd/cdd+ can solve the general linear programming (LP) problem to maximize...
  • BILUM

  • Referenced in 50 articles [sw04015]
  • designed for solving general sparse linear systems by using Krylov subspace methods preconditioned by some ... preconditioning techniques. BILUM combines the benefits of generality and robustness of ILU preconditioning techniques with...
  • lp_solve

  • Referenced in 77 articles [sw04006]
  • lesser general public license) linear (integer) programming solver based on the revised simplex method...
  • Anderson

  • Referenced in 89 articles [sw15192]
  • Fang and Y. Saad [Numer. Linear Algebra Appl., 16 (2009), pp. 197–221] has clarified ... updating) methods and extended it to define a broader Anderson family of acceleration methods ... usefulness as a general tool. We first show that, on linear problems, Anderson acceleration without ... certain sense to the generalized minimal residual (GMRES) method. We also show that the Type...
  • redbKIT

  • Referenced in 227 articles [sw12977]
  • book presents a general mathematical formulation of RB methods, analyzes their fundamental theoretical properties, discusses ... posteriori error analysis. Reduced basis methods for partial differential equations. An introduction. The whole mathematical ... applicative interest in the context of both linear and nonlinear PDEs. Moreover, the inclusion ... ideal for upper undergraduate students and, more generally, people interested in scientific computing. All these...
  • NLEIGS

  • Referenced in 31 articles [sw22547]
  • based on linear rational interpolation and generalizes the Newton rational Krylov method proposed ... companion-type linearization for obtaining a generalized eigenvalue problem with special structure. This structure ... particularly suited for the rational Krylov method. A new approach for the computation of rational...
  • XFEM

  • Referenced in 382 articles [sw01026]
  • library. This paper presents and exercises a general structure for an object-oriented-enriched finite ... discontinuous quadrature rules); domain integral methods for homogeneous and bi-material interface cracks arbitrarily oriented ... sets, vector level sets or a standard method; standard and enriched approximations are independent; enrichment ... material models such as J2 plasticity with linear, isotropic and kinematic hardening. To illustrate...
  • CLAWPACK

  • Referenced in 136 articles [sw01069]
  • Laws Package” and was initially developed for linear and nonlinear hyperbolic systems of conservation laws ... high-resolution Godunov type methods using limiters in a general framework applicable to many applications...
  • CMRH

  • Referenced in 32 articles [sw02194]
  • generalized minimal residual (GMRES) methods and the quasi-minimal residual (QMR) method are two Krylov ... methods for solving linear systems. The main difference between these methods is the generation...
  • Rsolnp

  • Referenced in 24 articles [sw11631]
  • linear Optimization. General Non-linear Optimization Using Augmented Lagrange Multiplier Method...
  • PSwarm

  • Referenced in 68 articles [sw00742]
  • PSwarm: a hybrid solver for linearly constrained global derivative-free optimization. PSwarm was developed originally ... pattern search method, or more specifically, a coordinate search method, which guarantees convergence to stationary ... feasible region, equipping the overall method with the capability of finding a global minimizer ... methods based only on function values. PSwarm is extended in this paper to handle general...