Computable error bounds and estimates for the conjugate gradient method

The conjugate gradient method is one of the most popular iterative methods for computing approximate solutions of linear systems of equations with a symmetric positive definite matrix A. It is generally desirable to terminate the iterations as soon as a sufficiently accurate approximate solution has been computed. This paper discusses known and new methods for computing bounds or estimates of the A-norm of the error in the approximate solutions generated by the conjugate gradient method.     

有限维中心代数上矩阵方程组的广对称解与斜广对称解

设Ω是一个具有对合反自同构的有限维中心代数且charΩ≠2.本文在Ω上定义了广对称矩阵和斜广对称矩阵,在Ω[λ]上考虑了三个矩阵方程组,分别给出了其有广对称解和斜广对称的充要条件.作为特例,得到了某些矩阵方程相应的结果.     

An exponential matrix method for solving systems of linear differential equations

This paper presents an exponential matrix method for the solutions of systems of high‐order linear differential equations with variable coefficients. The problem is considered with the mixed conditions. On the basis of the method, the matrix forms of exponential functions and their derivatives are constructed, and then by substituting the collocation points into the matrix forms, the fundamental matrix equation is formed. This matrix equation corresponds to a system of linear algebraic equations. By solving this system, the unknown coefficients are determined and thus the approximate solutions are obtained. Also, an error estimation based on the residual functions is presented for the method. The approximate solutions are improved by using this error estimation. To demonstrate the efficiency of the method, some numerical examples are given and the comparisons are made with the results of other methods. Copyright © 2012 John Wiley & Sons, Ltd.     

关于线性方程组同解的条件

讨论线性方程组同解的条件,得到了两个线性方程组同解的充分必要条件.     

A Bernoulli polynomial approach with residual correction for solving mixed linear Fredholm integro-differential-difference equations

In this study, an approximate method based on Bernoulli polynomials and collocation points has been presented to obtain the solution of higher order linear Fredholm integro-differential-difference equations with the mixed conditions. The method we have used consists of reducing the problem to a matrix equation which corresponds to a system of linear algebraic equations. The obtained matrix equation is based on the matrix forms of Bernoulli polynomials and their derivatives by means of collocations. The solutions are obtained as the truncated Bernoulli series which are defined in the interval [a,b]. To illustrate the method, it is applied to the initial and boundary values. Also error analysis and numerical examples are included to demonstrate the validity and applicability of the technique.     

Matrix correction of a dual pair of improper linear programming problems

A matrix is sought that solves a given dual pair of systems of linear algebraic equations. Necessary and sufficient conditions for the existence of solutions to this problem are obtained, and the form of the solutions is found. The form of the solution with the minimal Euclidean norm is indicated. Conditions for this solution to be a rank one matrix are examined. On the basis of these results, an analysis is performed for the following two problems: modifying the coefficient matrix for a dual pair of linear programs (which can be improper) to ensure the existence of given solutions for these programs, and modifying the coefficient matrix for a dual pair of improper linear programs to minimize its Euclidean norm. Necessary and sufficient conditions for the solvability of the first problem are given, and the form of its solutions is described. For the second problem, a method for the reduction to a nonlinear constrained minimization problem is indicated, necessary conditions for the existence of solutions are found, and the form of solutions is described. Numerical results are presented.     

A System of Four Matrix Equations over von Neumann Regular Rings and Its Applications

We consider the system of four linear matrix equations A1X = C1, XB2=C2, A3XB3=C3 and A4XB4 = C4 over h, an arbitrary von Neumann regular ring with identity. A necessary and sufficient condition for the existence and the expression of the general solution to the system are derived. As applications, necessary and sufficient conditions are given for the system of matrix equations A1X = C1 and A3X=C3 to have a bisymmetric solution, the system of matrix equations A1X = C1 and A3XB3 = C3 to have a perselfconjugate solution over h with an involution and char h≠2, respectively. The representations of such solutions are also presented. Moreover, some auxiliary resultson other systems over h are obtained. The previous known results on some systems of matrix equations are special cases of the new results.     

Nonsingular systems of generalized Sylvester equations: An algorithmic approach

We consider the uniqueness of solution (i.e., nonsingularity) of systems of r generalized Sylvester and ?‐Sylvester equations with n×n coefficients. After several reductions, we show that it is sufficient to analyze periodic systems having, at most, one generalized ?‐Sylvester equation. We provide characterizations for the nonsingularity in terms of spectral properties of either matrix pencils or formal matrix products, both constructed from the coefficients of the system. The proposed approach uses the periodic Schur decomposition and leads to a backward stable O(n³r) algorithm for computing the (unique) solution.     

中心代数上的矩阵方程组

设Ω是一个特征非2的具有对合反自同构的有限维中心代数.本文研究Ω上的两个矩阵方程组,分别给出了其有一般解和次(斜)自共轭解的充要条件.     

A CLASS OF ASYNCHRONOUS MATRIX MULTI-SPLITTING MULTI-PARAMETER RELAXATION ITERATIONS

1.IntroductionMultisplittingmethodsforgettingthesolutionoflargesparsesystemoflinearequationsAx=b,A=(and)6L(Rn)nonsingular,x=(x.),b=(b.)eR"(1.1)areefficientparalleliterativemethodswhicharebasedonseveralsplittingsofthecoefficientmatrixAEL(R").Following[11th…     

Real valued iterative methods for solving complex symmetric linear systems

Complex valued systems of equations with a matrix R + 1S where R and S are real valued arise in many applications. A preconditioned iterative solution method is presented when R and S are symmetric positive semi‐definite and at least one of R, S is positive definite. The condition number of the preconditioned matrix is bounded above by 2, so only very few iterations are required. Applications when solving matrix polynomial equation systems, linear systems of ordinary differential equations, and using time‐stepping integration schemes based on Padé approximation for parabolic and hyperbolic problems are also discussed. Numerical comparisons show that the proposed real valued method is much faster than the iterative complex symmetric QMR method. Copyright © 2000 John Wiley & Sons, Ltd.     

On a System of Martix Equations over an Arbitrary Skew Field

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矩阵的初等标准形与线性方程组

指出矩阵的初等标准形理论是线性方程组问题的理论基础     

Generalized Gram Matrix and Its Application to the Observability Problem for Linear Nonsteady Systems

Sufficient conditions for the nondegeneracy of a generalized Gram matrix are obtained. In particular, it is shown that the generalized Gram matrix is nondegenerate for the Chebyshev systems of functions. An application of the results to the observability problems for linear nonsteady systems of ordinary differential equations are given. In terms of the observability matrix, necessary and sufficient conditions of the complete and total observability by means of finite-parameter solving operations are established.     

线性方程组解空间的进一步性质及应用

讨论齐次线性方程组解空间的进一步性质,以及在矩阵秩等式证明中的应用.     

线性方程组的异步松弛迭代法*

本文考虑解线性方程组经典迭代法的异步形式,对系数矩阵为H矩阵,给出了异步迭代过程收敛性的充分条件,这不仅降低了文献[3]对系数矩阵的要求,而且收敛区域比文献[3]的大.     

A fast minimal residual algorithm for shifted unitary matrices

A new iterative scheme is described for the solution of large linear systems of equations with a matrix of the form A = ρU + ζI, where ρ and ζ are constants, U is a unitary matrix and I is the identity matrix. We show that for such matrices a Krylov subspace basis can be generated by recursion formulas with few terms. This leads to a minimal residual algorithm that requires little storage and makes it possible to determine each iterate with fairly little arithmetic work. This algorithm provides a model for iterative methods for non-Hermitian linear systems of equations, in a similar way to the conjugate gradient and conjugate residual algorithms. Our iterative scheme illustrates that results by Faber and Manteuffel [3,4] on the existence of conjugate gradient algorithms with short recurrence relations, and related results by Joubert and Young [13], can be extended.     

Analysis of reaction-diffusion systems by the method of linear determining equations

Exact solutions to two-component systems of reaction-diffusion equations are sought by the method of linear determining equations (LDEs) generalizing the methods of the classical group analysis of differential equations. LDEs are constructed for a system of two second-order evolutionary equations. The results of solving the LDEs are presented for two-component systems of reaction-diffusion equations with polynomial nonlinearities in the diffusion coefficients. Examples of constructing noninvariant solutions are presented for the reaction-diffusion systems that possess invariant manifolds.     

一阶线性微分方程组的一种解法

利用矩阵知识给出了一阶线性微分方程组的一种用公式表达的解法,其优点在于一方面可以避免繁琐的复矩阵运算以及求复特征向量的运算,另一方面可以简化求解过程.