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IMA Journal of Numerical Analysis is a peer-reviewed journal published by Oxford University Press, covering Advanced Numerical Methods in Computational Mathematics, Advanced Mathematical Modeling in Engineering, Numerical methods for differential equations.
| Publisher | Oxford University Press |
|---|---|
| Reference style | Author–year (OUP) Author–year — (Smith, 2023) in the text Smith, A., Jones, B. and Lee, C. (2023) 'A representative article title', IMA Journal of Numerical Analysis, 12(3), pp. 45–58.
Formats any DOI in the closest standard style — IMA Journal of Numerical Analysis has no published style definition, so this is an approximation. No sign-up. |
| Publishes research in | Advanced Numerical Methods in Computational Mathematics Advanced Mathematical Modeling in Engineering Numerical methods for differential equations Numerical methods in engineering Differential Equations and Numerical Methods |
| ISSN | 0272-4979 |
| Citation impact (2-yr) | 1.29 |
| h-index | 103 |
| i10-index | 1,308 |
| Total citations | 65,535 |
| Article processing charge | $3,167 |
| Top institutions publishing here | Centre National de la Recherche Scientifique |
| Journal website | imanum.oxfordjournals.org |
| You get | A submission-ready PDF and the editable LaTeX source — ready to submit. |
Citations each year’s papers have accumulated so far — the most recent years are still building up.
We derive two-point step sizes for the steepest-descent method by approximating the secant equation. At the cost of storage of an extra iterate and gradient, these algorithms achieve better performance and cheaper computation than the classical steepest-descent method. We indicate a convergence analysis of the method in the two-dimensional quadratic case. The behaviour is highly…
Given a symmetric matrix what is the nearest correlation matrix, that is, the nearest symmetric positive semidefinite matrix with unit diagonal? This problem arises in the finance industry, where the correlations are between stocks. For distance measured in two weighted Frobenius norms we characterize the solution using convex analysis. We show how the modified alternating…
The title Lasso has been suggested by Tibshirani [7] as a colourful name for a technique of variable selection which requires the minimization of a sum of squares subject to an ll bound r; on the solution. This forces zero components in the minimizing solution for small values of r;. Thus this bound can function…
As long as a square non-negative matrix A has total support then it can be balanced, that is, we can find a diagonal scaling of A that has row and column sums equal to one. A number of algorithms have been proposed to achieve the balancing, the most well known of these being Sinkhorn–Knopp. In…
If an inexact lilne search which satisfies certain standard conditions is used . then it is proved that the Fletcher-Reeves method had a descent property and is globally convergent in a certain sense.
