共查询到20条相似文献,搜索用时 203 毫秒
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李有明 《高等学校计算数学学报》1991,(2)
无论是求解线性方程组的点算法还是区间算法,能较好的估计‖B~(-1)A‖是十分有用的,然而按‖B~(-1)A‖≤‖B~(-1)‖‖A‖来估计又往往不能达到予期目的,为此本文应用[15]中关于区间对角占优矩阵的性质,对区间矩阵B,A给出了一类满足‖B~(-1)A‖<1的条件及判别方法,将这些结果应用到区间线性方程组的诸分裂求解方法如Jacobi、Gauss-Seidel、SOR及正则分裂方法中,不仅改进了已有结果,而且方法简单。 相似文献
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从解线性方程组迭代法入手,提出了两个迭代法的基本几何过程,揭示了著名的Jacobi迭代法、Gauss-Seidel迭代法和SOR方法等迭代法的几何实质、重新认识了这些经典的迭代过程,同时揭示了解线性方程组的克兰姆法则与迭代法的关系.同时从几何出发设计了一种解线性方程组的迭代方法. 相似文献
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在求解H-矩阵线性方程组预处理Gauss-Seidel迭代法的基础上,提出了一种渐变预处理技术,提高了H-阵线性方程组的求解效率,加快了Gauss-Seidel迭代法的收敛速度.同时,讨论了两种特殊形式的预处理子:上Hessenberg预处理矩阵和下Hessenberg预处理矩阵,并证明了算法的收敛性.最后用数值实验验证了算法的可行性及有效性. 相似文献
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Zhong-zhi Bai Jun-feng Yin Yang-feng Su 《计算数学(英文版)》2006,24(4):539-552
A shift splitting concept is introduced and, correspondingly, a shift-splitting iteration scheme and a shift-splitting preconditioner are presented, for solving the large sparse system of linear equations of which the coefficient matrix is an ill-conditioned non-Hermitian positive definite matrix. The convergence property of the shift-splitting iteration method and the eigenvalue distribution of the shift-splitting preconditioned matrix are discussed in depth, and the best possible choice of the shift is investigated in detail. Numerical computations show that the shift-splitting preconditioner can induce accurate, robust and effective preconditioned Krylov subspace iteration methods for solving the large sparse non-Hermitian positive definite systems of linear equations. 相似文献
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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
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We present a parallel preconditioned iterative solver for large sparse symmetric positive definite linear systems. The preconditioner is constructed as a proper combination of advanced preconditioning strategies. It can be formally seen as being of domain decomposition type with algebraically constructed overlap. Similar to the classical domain decomposition technique, inexact subdomain solvers are used, based on incomplete Cholesky factorization. The proper preconditioner is shown to be near optimal in minimizing the so‐called K‐condition number of the preconditioned matrix. The efficiency of both serial and parallel versions of the solution method is illustrated on a set of benchmark problems in linear elasticity. Copyright © 2002 John Wiley & Sons, Ltd. 相似文献
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It is well known that the ordering of the unknowns can have a significant effect on the convergence of a preconditioned iterative method and on its implementation on a parallel computer. To do so, we introduce a block red-black coloring to increase the degree of parallelism in the application of the blockILU preconditioner for solving sparse matrices, arising from convection-diffusion equations discretized using the finite difference scheme (five-point operator). We study the preconditioned PGMRES iterative method for solving these linear systems. 相似文献
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Fast inexact subspace iteration for generalized eigenvalue problems with spectral transformation 总被引:1,自引:0,他引:1
Fei Xue 《Linear algebra and its applications》2011,435(3):601-622
We study inexact subspace iteration for solving generalized non-Hermitian eigenvalue problems with spectral transformation, with focus on a few strategies that help accelerate preconditioned iterative solution of the linear systems of equations arising in this context. We provide new insights into a special type of preconditioner with “tuning” that has been studied for this algorithm applied to standard eigenvalue problems. Specifically, we propose an alternative way to use the tuned preconditioner to achieve similar performance for generalized problems, and we show that these performance improvements can also be obtained by solving an inexpensive least squares problem. In addition, we show that the cost of iterative solution of the linear systems can be further reduced by using deflation of converged Schur vectors, special starting vectors constructed from previously solved linear systems, and iterative linear solvers with subspace recycling. The effectiveness of these techniques is demonstrated by numerical experiments. 相似文献
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S. Bocanegra F. F. Campos A. R. L. Oliveira 《Computational Optimization and Applications》2007,36(2-3):149-164
We devise a hybrid approach for solving linear systems arising from interior point methods applied to linear programming problems. These systems are solved by preconditioned conjugate gradient method that works in two phases. During phase I it uses a kind of incomplete Cholesky preconditioner such that fill-in can be controlled in terms of available memory. As the optimal solution of the problem is approached, the linear systems becomes highly ill-conditioned and the method changes to phase II. In this phase a preconditioner based on the LU factorization is found to work better near a solution of the LP problem. The numerical experiments reveal that the iterative hybrid approach works better than Cholesky factorization on some classes of large-scale problems. 相似文献
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We consider the solution of delay differential equations (DDEs) by using boundary value methods (BVMs). These methods require the solution of one or more nonsymmetric, large and sparse linear systems. The GMRES method with the Strang-type block-circulant preconditioner is proposed for solving these linear systems. We show that if a P
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2-stable BVM is used for solving an m-by-m system of DDEs, then our preconditioner is invertible and all the eigenvalues of the preconditioned system are clustered around 1. It follows that when the GMRES method is applied to solving the preconditioned systems, the method may converge fast. Numerical results are given to illustrate the effectiveness of our methods. 相似文献
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M.R. Mokhtarzadeh A. Golbabaee R. Mokhtary N.G. Chegini 《Applied mathematics and computation》2005,170(2):741
There are two approaches for applying substructuring preconditioner for the linear system corresponding to the discrete Steklov–Poincaré operator arising in the three fields domain decomposition method for elliptic problems. One of them is to apply the preconditioner in a common way, i.e. using an iterative method such as preconditioned conjugate gradient method [S. Bertoluzza, Substructuring preconditioners for the three fields domain decomposition method, I.A.N.-C.N.R, 2000] and the other one is to apply iterative methods like for instance bi-conjugate gradient method, conjugate gradient square and etc. which are efficient for nonsymmetric systems (the preconditioned system will be nonsymmetric). In this paper, second approach will be followed and extensive numerical tests will be presented which imply that the considered iterative methods are efficient. 相似文献