求解Hilbert矩阵线性方程组的SOR迭代预处理方法

选择了求解Hilbert矩阵线性方程组的三种数值解方法,提出了SOR迭代中的松弛因子的预处理方法,比较了高斯-赛德尔迭代和SOR迭代数值解的迭代收敛次数,并给出了SOR迭代收敛最快时的松弛因子取值.最后通过SOR迭代解分量及误差范围,说明了提出的SOR迭代预处理方法是有效的.     

具有完全并行度的SOR算法

1　引　　言Jacobi和 SOR迭代是求解线性方程组的两类基本的迭代方法 .并行计算机的出现使人们能立刻注意到它们在拥有并行处理性能上的显著差别 .Jacobi迭代因其各个分量的修正相互独立而具有十分明显的内在并行计算特性 .SOR则完全不同 ,其中诸分量的计算是逐个相关的 .由此而导致一般认为 SOR不适合并行处理 ,其内在并行性远不如 Jacobi迭代[1 ] [2 ] .由于 SOR多用于有限差分或有限元方法导致的大型稀疏方程组求解 ,因此 ,利用系数矩阵零元素或非零元素的特殊分布 ,采用红 -黑或多色排序成为实现 SOR并行处理的有效途径 .然而 ,…     

一类求解鞍点问题的修正SOR迭代方法

针对鞍点问题,该文详细讨论和分析了修正SOR弛迭代方法的收敛性.理论分析表明,当选择合适的参数时,修正SOR迭代方法迭代方法是收敛的.进一步,我们得到了修正SOR迭代方法收敛时参数需要满足的条件.最后,数值算例表明了该方法的正确性以及有效性.     

逐次超松弛迭代中的松弛因子

基于线性方程组中逐次超松弛(SOR)迭代结构的认识,多角度地考虑迭代构造的松弛因子,即作为修正常数、加权系数、组合系数和变形系数的松弛因子.这样多方面的理解必然有利于SOR类方法的更灵活掌握与运用.     

线性块SOR二级迭代法的收敛性质

内迭代次数充分大时,求解非奇异线性方程组的块SOR二级迭代法与经典的块SOR方法有相同的收敛性和大致相等的收敛速度.因此,用于块SOR方法有效的松弛因子,同样可有效地用于块SOR二级迭代法.     

Poisson方程差分格式迭代解法中一些最优参数的有理拟合方法(英文)

本文针对二维Poisson方程五点和九点差分格式,导出了求解这些格式的SOR方法中最优松弛因子与区域剖分数的有理拟合公式,给出了Jacobi结合Chebyshev加速方法中Jacobi迭代矩阵谱半径的有理拟合公式.实际计算表明这些公式计算效果良好.     

AOR迭代法的收敛性

1.引言 [1]定义了解线性方程组A_x=b的AOR迭代法,它以SOR迭代为特例,而且适当选取参数,有可能比SOR方法收敛快(见[2]).众所周知,使 AOR方法有意义的最基本条件是A的对角元素都不为零.然而,在实际计算中,有时需要求解的线性方程组其系数矩阵存在零对角元素.例如[3]中研究的线性方程组的系数矩阵具有如下形式:     

k-循环矩阵的最佳SOR方法

本文研究 K-循环矩阵的SOR迭代,提出一种确定最佳松弛因子的方法，应用和改进了Young和Eidson等人的结果，同时给出了计算实例．     

SOR方法的拓展与应用

对流体润滑的压力控制方程,在有限差分法的基础上,通过对SOR超松弛因子和迭代精度的选择,采用SOR逐次超松弛迭代法对控制方程进行了数值求解.在保证方程求解精度的基础上,还具有收敛快、稳定性好,计算工作量小等特点.     

推广的迭代矩阵的收敛性

§1.引言 近若干年来,许多文献中讨论了线性代数方程组一些迭代格式的收敛性,亦即其系数矩阵A的各种分裂的收敛性和A为M阵或H阵的关系,例如Jacobi迭代、JOR迭代、SOR迭代、SSOR(对称SOR)迭代和AOR(快速SOR)迭代等等。在[4]中我们已将这样送代的迭代矩阵推广为 G_1=(D-RL)~(-1)[I-Ω)D (Ω-R)L ΩU], (1)这里D=diagA,L和U分别为-A的严格下三角矩阵和严格上三角矩阵,I为n阶单位阵,n为A的阶数,R和Ω为对角阵:     

用自适应MG法,FMG法求解Helmholtz方程

本文针对Ｖ循环、Ｗ循环和多重网格法中最优光滑次数及循环体个数难以确定的缺点，以Ｈｅｌｍｈｏｌｔｚ方程为例给出自适应的多重网格算法和自适应的完全多重网格算法。     

The Successive Over Relaxation Method (SOR) and Markov Chains

In the sixties SOR has been the working horse for the numerical solution of elliptic boundary problems; classical results for chosing the relaxation parameter have been derived by D. Young and R.S. Varga. In the last fifteen years SOR has been examined for the computation of the stationary distribution of Markov chains. In the paper there are pointed out similarities and differences compared with the application of SOR for elliptic boundary problems.     

凝固过程的温度场数值模拟

通过对铸件凝固过程中各换热边界条件的研究,建立了凝固过程的二维非稳态温度场计算数学模型;并运用了有限差分方法对模型进行离散,得到大型方程组,并利用超松驰迭代法(即SOR法)解该方程组,据此,利用Turbo C编制了计算机程序.上机运行结果表明,可较满意地模拟凝固过程温度场的分布.     

Block SOR methods for rank-deficient least-squares problems

Many papers have discussed preconditioned block iterative methods for solving full rank least-squares problems. However very few papers studied iterative methods for solving rank-deficient least-squares problems. Miller and Neumann (1987) proposed the 4-block SOR method for solving the rank-deficient problem. Here a 2-block SOR method and a 3-block SOR method are proposed to solve such problem. The convergence of the block SOR methods is studied. The optimal parameters are determined. Comparison between the 2-block SOR method and the 3-block SOR method is given also.     

A Direct Search Frame-Based Adaptive Barzilai-Borwein Method

This paper proposes a direct search frame-based adaptive Barzilai-Borwein method for unconstrained minimization. The method is based on the framework of frame-based algorithms proposed by Coope and Price, but we use the strategy of ABB method and the rotational minimal positive basis to reduce the computation work at each iteration. Under some mild assumptions, the convergence of this approach will be established. Through five hundred and twenty numerical tests using the CUTEr test problem library, we show that the proposed method is promising.     

An Adaptive Nonmonotone Projected Barzilai-Borwein Gradient Method with Active Set Prediction for Nonnegative Matrix Factorization

In this paper, we first present an adaptive nonmonotone term to improve the efficiency of nonmonotone line search, and then an active set identification technique is suggested to get more efficient descent direction such that it improves the local convergence behavior of algorithm and decreases the computation cost. By means of the adaptive nonmonotone line search and the active set identification technique, we put forward a global convergent gradient-based method to solve the nonnegative matrix factorization (NMF) based on the alternating nonnegative least squares framework, in which we introduce a modified Barzilai-Borwein (BB) step size. The new modified BB step size and the larger step size strategy are exploited to accelerate convergence. Finally, the results of extensive numerical experiments using both synthetic and image datasets show that our proposed method is efficient in terms of computational speed.     

ATOR迭代法的收敛性

本文定义了广义ATOR迭代法,并给出了该方法的Stein-Rosenberg型定理和Ostrows-ki-Reich型定理,广义ATOR方法的单调收敛界及其与SOR法的比较也在本文给予讨论。     

Convergence of the Successive Overrelaxation Method

A sufficient condition for the convergence of the successiveoverrelaxation (SOR) method is obtained. It is also shown thatthe relaxation factor of the SOR method may require a positivelower bound on its interval of convergence, which implies thatthis condition is not necessary.     

浅水中污染物扩散的自适应有限元分析法

介绍浅水中污染物扩散分析中的有限元法.分析包括两个部分:1)流场速度、水面高度的计算;2)根据扩散模型计算污染物浓度场.联合使用了自适应网格技术以期提高解的精度,同时减少计算时间和计算机内存的消耗.通过几个有已知解的实例验证了有限元公式和计算机程序.最后,使用这种联合方法分析泰国Chao Phraya河附近海湾中的污染物扩散.