共查询到20条相似文献,搜索用时 140 毫秒
1.
2.
3.
在"求解加权线性最小二乘问题的一类预处理GAOR方法"一文中,作者提出了求解加权线性最小二乘问题等价$2\times 2$块线性系统的一类预处理GAOR方法,并给出了几个比较定理来说明新提出预处理GAOR方法的优越性.本文我们将指出该文中几个比较定理的不完善之处和证明的错误之处,并给出正确的证明. 相似文献
4.
非Hermite线性方程组在科学和工程计算中有着重要的理论研究意义和使用价值,因此如何高效求解该类线性方程组,一直是研究者所探索的方向.通过提出一种预处理方法,对非Hermite线性方程组和具有多个右端项的复线性方程组求解的若干迭代算法进行预处理,旨在提高原算法的收敛速度.最后通过数值试验表明,所提出的若干预处理迭代算法与原算法相比较,预处理算法迭代次数大大降低,且收敛速度明显优于原算法.除此之外,广义共轭A-正交残量平方法(GCORS2)的预处理算法与其他算法相比,具有良好的收敛性行为和较好的稳定性. 相似文献
5.
GAOR迭代法的收敛性 总被引:1,自引:0,他引:1
当A为实对称矩阵时,[1]中在D_i选取较特殊的条件下,证明了GAOR迭代法收敛的充要条件为A是正定矩阵. 设A为Hermite矩阵,进一步讨论GAOR迭代法收敛的充要条件. 以下记 B=D_1~(-1)(C_L+C_U). 相似文献
6.
7.
8.
Jacek Gondzio 《Computational Optimization and Applications》2012,51(2):457-480
In this paper we present a redesign of a linear algebra kernel of an interior point method to avoid the explicit use of problem
matrices. The only access to the original problem data needed are the matrix-vector multiplications with the Hessian and Jacobian
matrices. Such a redesign requires the use of suitably preconditioned iterative methods and imposes restrictions on the way
the preconditioner is computed. A two-step approach is used to design a preconditioner. First, the Newton equation system
is regularized to guarantee better numerical properties and then it is preconditioned. The preconditioner is implicit, that is, its computation requires only matrix-vector multiplications with the original problem data. The method is therefore
well-suited to problems in which matrices are not explicitly available and/or are too large to be stored in computer memory.
Numerical properties of the approach are studied including the analysis of the conditioning of the regularized system and
that of the preconditioned regularized system. The method has been implemented and preliminary computational results for small
problems limited to 1 million of variables and 10 million of nonzero elements demonstrate the feasibility of the approach. 相似文献
9.
关于具优势对称部分的不定线性代数方程组的分裂极小残量算法 总被引:5,自引:0,他引:5
1.引 言 考虑大型稀疏线性代数方程组 为利用系数矩阵的稀疏结构以尽可能减少存储空间和计算开销,Krylov子空间迭代算法[1,16,23]及其预处理变型[6,8,13,18,19]通常是求解(1)的有效而实用的方法.当系数矩阵对称正定时,共轭梯度法(CG( 相似文献
10.
Recently, Bai et al. (2013) proposed an effective and efficient matrix splitting iterative method, called preconditioned modified Hermitian/skew-Hermitian splitting (PMHSS) iteration method, for two-by-two block linear systems of equations. The eigenvalue distribution of the iterative matrix suggests that the splitting matrix could be advantageously used as a preconditioner. In this study, the CGNR method is utilized for solving the PMHSS preconditioned linear systems, and the performance of the method is considered by estimating the condition number of the normal equations. Furthermore, the proposed method is compared with other PMHSS preconditioned Krylov subspace methods by solving linear systems arising in complex partial differential equations and a distributed control problem. The numerical results demonstrate the difference in the performance of the methods under consideration. 相似文献
11.
《Optimization》2012,61(1-2):63-73
Serial and parallel implementations of the interior dual proximal point algorithm for the solution of large linear programs are described. A preconditioned conjugate gradient method is used to solve the linear system of equations that arises at each interior point interation. Numerical results for a set of multicommodity network flow problems are given. For larger problem preconditioned conjugate gradient method outperforms direct methods of solution. In fact it is impossible to handle very large problems by direct methods 相似文献
12.
Diagonal and Toeplitz splitting iteration methods for diagonal‐plus‐Toeplitz linear systems from spatial fractional diffusion equations 下载免费PDF全文
The finite difference discretization of the spatial fractional diffusion equations gives discretized linear systems whose coefficient matrices have a diagonal‐plus‐Toeplitz structure. For solving these diagonal‐plus‐Toeplitz linear systems, we construct a class of diagonal and Toeplitz splitting iteration methods and establish its unconditional convergence theory. In particular, we derive a sharp upper bound about its asymptotic convergence rate and deduct the optimal value of its iteration parameter. The diagonal and Toeplitz splitting iteration method naturally leads to a diagonal and circulant splitting preconditioner. Analysis shows that the eigenvalues of the corresponding preconditioned matrix are clustered around 1, especially when the discretization step‐size h is small. Numerical results exhibit that the diagonal and circulant splitting preconditioner can significantly improve the convergence properties of GMRES and BiCGSTAB, and these preconditioned Krylov subspace iteration methods outperform the conjugate gradient method preconditioned by the approximate inverse circulant‐plus‐diagonal preconditioner proposed recently by Ng and Pan (M.K. Ng and J.‐Y. Pan, SIAM J. Sci. Comput. 2010;32:1442‐1464). Moreover, unlike this preconditioned conjugate gradient method, the preconditioned GMRES and BiCGSTAB methods show h‐independent convergence behavior even for the spatial fractional diffusion equations of discontinuous or big‐jump coefficients. 相似文献
13.
14.
H. Saberi Najafi S. A. Edalatpanah 《Journal of Optimization Theory and Applications》2013,156(3):859-866
In this paper, we use a generalized Accelerated Overrelaxation (GAOR) method and analyze the convergence of this method for solving linear complementarity problems. Furthermore, we improve on the convergence region of this method with acknowledgement of the maximum norm. A numerical example is also given, to illustrate the efficiency of our results. 相似文献
15.
Ai-Li Yang 《Applied mathematics and computation》2010,216(6):1715-1722
Based on the HSS (Hermitian and skew-Hermitian splitting) and preconditioned HSS methods, we will present a generalized preconditioned HSS method for the large sparse non-Hermitian positive definite linear system. Our method is essentially a two-parameter iteration which can extend the possibility to optimize the iterative process. The iterative sequence produced by our generalized preconditioned HSS method can be proven to be convergent to the unique solution of the linear system. An exact parameter region of convergence for the method is strictly proved. A minimum value for the upper bound of the iterative spectrum is derived, which is relevant to the eigensystem of the products formed by inverse preconditioner and splitting. An efficient preconditioner based on incremental unknowns is presented for the actual implementation of the new method. The optimality and efficiency are effectively testified by some comparisons with numerical results. 相似文献
16.
In this paper, we present a new preconditioned AOR-type iterative method for solving the linear system Ax=b, where A is a Z-matrix, and prove its convergence. Then we give some comparison theorems to show that the rate of convergence of the preconditioned AOR-type iterative method is faster than the rate of convergence of the AOR-type iterative method. Finally, we give two numerical examples to illustrate our results. 相似文献
17.
本文引入区间三角多分裂来包含集合S={A-1b|A∈E[A],b∈[b]},给出解区间线性方程组的并行多分裂GAOR方法,讨论方法的收敛性、收敛速度以及其极限包含集合S的性质. 相似文献
18.
Reza BEHZADI 《数学研究及应用》2019,39(1):101-110
Hadjidimos(1978) proposed a classical accelerated overrelaxation(AOR) iterative method to solve the system of linear equations, and discussed its convergence under the conditions that the coefficient matrices are irreducible diagonal dominant, L-matrices, and consistently orders matrices. Several preconditioned AOR methods have been proposed to solve system of linear equations Ax = b, where A ∈ R~(n×n) is an L-matrix. In this work, we introduce a new class preconditioners for solving linear systems and give a comparison result and some convergence result for this class of preconditioners. Numerical results for corresponding preconditioned GMRES methods are given to illustrate the theoretical results. 相似文献
19.
Krylov子空间投影法及其在油藏数值模拟中的应用 总被引:3,自引:0,他引:3
Krylov子空间投影法是一类非常有效的大型线性代数方程组解法,随着左右空间Lm、Km的不同选取可以得到许多人们熟知的方法.按矩阵Hm的不同类型,将Krylov子空间方法分成两大类,简要分析了这两类方法的优缺点及其最新进展.将目前最为可靠实用的广义最小余量法(GMRES)应用于油藏数值模拟计算问题,利用矩阵分块技术,采用块拟消去法(PE)对系数阵进行预处理.计算结果表明本文的预处理GMRES方法优于目前使用较多的预处理正交极小化ORTHMIN方法,最后还讨论了投影类方法的局限和今后的可能发展方向. 相似文献