A Data-Parallel Algorithm to Reliably Solve Systems of Nonlinear Equations
Autor: | Goualard, Frédéric, Goldsztejn, Alexandre |
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Rok vydání: | 2008 |
Předmět: | |
Druh dokumentu: | Working Paper |
Popis: | Numerical methods based on interval arithmetic are efficient means to reliably solve nonlinear systems of equations. Algorithm bc3revise is an interval method that tightens variables' domains by enforcing a property called box consistency. It has been successfully used on difficult problems whose solving eluded traditional numerical methods. We present a new algorithm to enforce box consistency that is simpler than bc3revise, faster, and easily data parallelizable. A parallel implementation with Intel SSE2 SIMD instructions shows that an increase in performance of up to an order of magnitude and more is achievable. Comment: 10 pages |
Databáze: | arXiv |
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