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1.
本文研究了对称正定的H—矩阵的预处理方法.我们根据对系数矩阵的分裂及其非对角元性质,构造一个新的预处理矩阵P_v=I-μνν~T,并分析了预处理矩阵的谱性质.数值实验表明该预处理矩阵比T.Chan的预处理矩阵~[5]更有效.  相似文献   

2.
广义鞍点问题的块三角预条件子   总被引:2,自引:2,他引:0  
蒋美群  曹阳 《计算数学》2010,32(1):47-58
本文对Golub和Yuan(2002)中给出的ST分解推广到广义鞍点问题上,给出了三种块预条件子,并重点分析了其中两种预条件子应用到广义鞍点问题上所得到的对称正定阵,得出了其一般的性质并重点研究了预处理矩阵条件数的上界,最后给出了数值算例.  相似文献   

3.
曹阳  牛强  蒋美群 《计算数学》2012,34(2):183-194
对于(1,1)块为非Hermitian阵的广义鞍点问题,本文给出了一种基于正定和反对称分裂(Positive definite andskew-Hermitian splitting, PSS)的约束预条件子.该预条件子的(1,1)块由求解非Hermitian正定线性方程组时的PSS迭代法所构造得到.文中分析了PSS约束预条件子的一些性质并证明了预处理迭代法的收敛性.最后用数值算例验证了该预条件子的有效性.  相似文献   

4.
Golub等研究了一种带辅助预条件参数矩阵的SOR-like方法来解鞍点问题(Golub G H,Wu X,Yuan J Y.SOR-like methods for augmented systems.BIT,2001,41(1):71—85).我们用一种新的辅助预条件取法来加速该方法去解(1,1)块是对称正定M矩阵的鞍点系统,数值结果显示优于Golub等提出的预条件.  相似文献   

5.
吴敏华  李郴良 《计算数学》2020,42(2):223-236
针对系数矩阵为对称正定Toeplitz矩阵的线性互补问题,本文提出了一类预处理模系矩阵分裂迭代方法.先通过变量替换将线性互补问题转化为一类非线性方程组,然后选取Strang或T.Chan循环矩阵作为预优矩阵,利用共轭梯度法进行求解.我们分析了该方法的收敛性.数值实验表明,该方法是高效可行的.  相似文献   

6.
大型稀疏矩阵的不完全因子分解法及预处理   总被引:1,自引:0,他引:1  
本文对大型稀疏阵线性方程组的不完全因子分解及预处理法进行了研究。对对称正定阵和L阵分别提出了非对角元乘子不完全因子分解法的分解公式。对分解A=M-N,得到了当A为对称正定时,M亦为对称正定,当A为L阵时,分解为正规分裂等结果。并研究了预处理CG加速,最后的数值例子表明本文给出了的算法效果是良好的。  相似文献   

7.
三对角对称正定矩阵的一类反问题   总被引:2,自引:0,他引:2  
§1.引言文[1]、[2]分别研究了对称正定阵和一类三对角 Stieltjes 阵的反问题,并分别给出了这两类反问题解存在的充要条件及解的通式,从[1][2]中知道,研究矩阵反问题,重要的一步是探求反问题求解矩阵类的一般分解形式。本文吸收了[2]中构造矩阵分解的思想,建立了一般三对角对称正定阵的矩阵分解,得到了这类矩阵反问题解存在的充分必要条件及通解表达式。此外,本文还研究了这类矩阵的一个子类——一般三对角对称  相似文献   

8.
匡蛟勋在[1]中提出了解大线性系统的双参数松驰法——TOR 方法,并讨论了系数矩阵为 Hermitian 正定及 L 矩阵时,TOR 方法的收敛性。曾文平 [2]中又讨论了系数矩阵是正定对称矩阵、H—矩阵、L—矩阵及弱对角占优不可约矩阵时,TOR 方法的收敛性。本文讨论系数矩阵是正定矩阵、广义正定矩阵、N—稳定矩阵时,TOR 方法的收敛性。拓广了文[1]、[2]的结果。  相似文献   

9.
对称三对角矩阵QL算法的按序收敛   总被引:1,自引:1,他引:0  
§1 引言 先规定若干记号: 本文的讨论限制在对称正定矩阵的QL算法,并假定已通过保持带宽的Givens变换把原矩阵约化成了不可约的三对角阵T(即次对角元全不为零)。 记  相似文献   

10.
关于TOR方法的收敛性   总被引:7,自引:2,他引:5  
匡蛟勋于1983年在[1]中提出一个解大线性系统的双参数松弛法(TOR方法),並在方程组的系数矩阵为Hermitian正定及L矩阵的条件下,讨论了此方法的收敛性。本文考虑系数矩阵是正定对称矩阵、H-矩阵、L-矩阵及弱对角占优不可约矩阵的条件下,TOR方法的收敛性,扩充了文[1]所得的结果。  相似文献   

11.
The article deals with the analysis of Additive Schwarz preconditioners for the h -version of the boundary element method for the hypersingular integral equation on surfaces in three dimensions. The first preconditioner consists of decomposing into local spaces associated with the subdomain interiors, supplemented with a wirebasket space associated with the subdomain interfaces. The wirebasket correction only involves the inversion of a diagonal matrix, while the interior correction consists of inverting the sub-blocks of the stiffness matrix corresponding to the interior degrees of freedom on each subdomain. It is shown that the condition number of the preconditioned system grows at most as max K H m 1 (1 + log H / h K ) 2 where H is the size of the quasi-uniform subdomains and h K is the size of the elements in subdomain K . A second preconditioner is given that incorporates a coarse space associated with the subdomains. This improves the robustness of the method with respect to the number of subdomains: theoretical analysis shows that growth of the condition number of the preconditioned system is now bounded by max K (1 + log H / h K ) 2 .  相似文献   

12.
In this paper, an improved block splitting preconditioner for a class of complex symmetric indefinite linear systems is proposed. By adopting two iteration parameters and the relaxation technique, the new preconditioner not only remains the same computational cost with the block preconditioners but also is much closer to the original coefficient matrix. The theoretical analysis shows that the corresponding iteration method is convergent under suitable conditions and the preconditioned matrix can have well-clustered eigenvalues around (0,1) with a reasonable choice of the relaxation parameters. An estimate concerning the dimension of the Krylov subspace for the preconditioned matrix is also obtained. Finally, some numerical experiments are presented to illustrate the effectiveness of the presented preconditioner.  相似文献   

13.
In this paper, a modified tangential frequency filtering decomposition (MTFFD) preconditioner is proposed. The optimal order of the modification and the optimal relaxation parameter is determined by Fourier analysis. With the choice of optimal order of modification, the Fourier results show that the condition number of the preconditioned matrix is O(h-\frac23){{\mathcal O}(h^{-\frac{2}{3}})}, and the spectrum distribution of the preconditioned matrix can be predicted by the Fourier results. The performance of MTFFD preconditioner is compared with tangential frequency filtering (TFFD) preconditioner on a variety of large sparse matrices arising from the discretization of PDEs with discontinuous coefficients. The numerical results show that the MTFFD preconditioner is much more efficient than the TFFD preconditioner.  相似文献   

14.
We present a preconditioner for saddle point problems. The proposed preconditioner is extracted from a stationary iterative method which is convergent under a mild condition. Some properties of the preconditioner as well as the eigenvalues distribution of the preconditioned matrix are presented. The preconditioned system is solved by a Krylov subspace method like restarted GMRES. Finally, some numerical experiments on test problems arisen from finite element discretization of the Stokes problem are given to show the effectiveness of the preconditioner.  相似文献   

15.
Based on the variant of the deteriorated positive-definite and skew-Hermitian splitting (VDPSS) preconditioner developed by Zhang and Gu (BIT Numer. Math. 56:587–604, 2016), a generalized VDPSS (GVDPSS) preconditioner is established in this paper by replacing the parameter α in (2,2)-block of the VDPSS preconditioner by another parameter β. This preconditioner can also be viewed as a generalized form of the VDPSS preconditioner and the new relaxed HSS (NRHSS) preconditioner which has been exhibited by Salkuyeh and Masoudi (Numer. Algorithms, 2016). The convergence properties of the GVDPSS iteration method are derived. Meanwhile, the distribution of eigenvalues and the forms of the eigenvectors of the preconditioned matrix are analyzed in detail. We also study the upper bounds on the degree of the minimum polynomial of the preconditioned matrix. Numerical experiments are implemented to illustrate the effectiveness of the GVDPSS preconditioner and verify that the GVDPSS preconditioned generalized minimal residual method is superior to the DPSS, relaxed DPSS, SIMPLE-like, NRHSS, and VDPSS preconditioned ones for solving saddle point problems in terms of the iterations and computational times.  相似文献   

16.
1.IntroductionDomaindec0mpositionreferstonumericaJmethodsf0robtainingsoluti0nsofsci-entificandengineeringproblemsbycombiningsoluti0nstoproblemspo8ed0nphysica1subdomains,or,moregeneraJly,byc0mbiningsoluti0nst0appropriatelyconstructedsubproblems.IthasbeenasubjectofintenseinterestreceDtlybecause0fitssultabil-ityforimplementationonhighperformancecomputerarchitectures.Somepapersarelistedinthereferencesherein,wlilchindicatethatmuchprogresshasbeenmadeinthestudyofnonoverlaPdomaindecompositionmethods…  相似文献   

17.
广义鞍点问题的松弛维数分解预条件子   总被引:1,自引:0,他引:1  
曹阳  谈为伟  蒋美群 《计算数学》2012,34(4):351-360
本文将Benzi等提出的松弛维数分解(Relaxed dimensionalfactorization, RDF)预条件子进一步推广到广义鞍点问题上,并称为GRDF(Generalized RDF)预条件子.该预条件子可看做是用维数分裂迭代法求解广义鞍点问题而导出的改进维数分裂(Modified dimensional split, MDS)预条件子的松弛形式, 它相比MDS预条件子更接近于系数矩阵, 因而结合Krylov子空间方法(如GMRES)有更快的收敛速度.文中分析了GRDF预处理矩阵特征值的一些性质,并用数值算例验证了新预条件子的有效性.  相似文献   

18.
对称Toeplitz系统的快速W变换基预条件子   总被引:5,自引:0,他引:5  
成礼智 《计算数学》2000,22(1):73-82
1.引言考虑下列N阶线性方程组其中T_N=(t_i,j) 是N×N阶实对称正定(SPD)Toeplitz矩阵,即0,1,…,N-1)且T_N的所有特征值为正数.Toeplitz系统已广泛应用于数字信号处理,时间序列分析(参见[1])以及微分方程的数值解(参见[21]等领域.八十年代以前,考虑到Toeplitz矩阵的特殊性,人们主要用Levinson递推技术及其变形或者分而治之思想直接求解方程组(1.1),计算复杂性为O(N~(2))或O(NlogN~(2))(参见[3]);比Gauss法运算量级O(N~(3)…  相似文献   

19.
A regularized Newton‐like method for solving nonnegative least‐squares problems is proposed and analysed in this paper. A preconditioner for KKT systems arising in the method is introduced and spectral properties of the preconditioned matrix are analysed. A bound on the condition number of the preconditioned matrix is provided. The bound does not depend on the interior‐point scaling matrix. Preliminary computational results confirm the effectiveness of the preconditioner and fast convergence of the iterative method established by the analysis performed in this paper. Copyright © 2008 John Wiley & Sons, Ltd.  相似文献   

20.
王元媛  卢琳璋 《数学研究》2008,41(3):240-250
在求块Toeplitz矩阵束(Amn,Bmn)特征值的Lanczos过程中,通过对移位块Toepltz矩阵Amn-ρBmn进行基于sine变换的块预处理,从而改进了位移块Toeplitz矩阵的谱分布,加速了Lanczos过程的收敛速度.该块预处理方法能通过快速算法有效快速执行.本文证明了预处理后Lanczos过程收敛迅速,并通过实验证明该算法求解大规模矩阵问题尤其有效.  相似文献   

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