| 关于解线性系统的一个有效的贝叶斯迭代方法 |
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| 引用本文： | 丁灯,冯健韶,陈嘉豪.关于解线性系统的一个有效的贝叶斯迭代方法[J].数学研究及应用,2012,32(3):288-296. |
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| 作者姓名： | 丁灯 冯健韶 陈嘉豪 |
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| 作者单位： | 澳门大学数学系, 澳门;澳门大学工商管理学院, 澳门;镜平中学, 澳门 |
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| 基金项目： | 澳门大学科研基金 (Grant Nos.UL020/08-Y4/MAT/JXQ01/FST; MYRG136(Y1-L2)-FST11-DD). |
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| 摘 要： | This paper concerns with the statistical methods for solving general linear systems. After a brief review of Bayesian perspective for inverse problems,a new and efficient iterative method for general linear systems from a Bayesian perspective is proposed.The convergence of this iterative method is proved,and the corresponding error analysis is studied.Finally, numerical experiments are given to support the efficiency of this iterative method,and some conclusions are obtained.
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| 关 键 词： | linear system matrix iterative method Bayesian perspective. |
| 收稿时间： | 2011/5/31 0:00:00 |
| 修稿时间： | 2011/10/31 0:00:00 |
An efficient Bayesian iterative method for solving linear systems |
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| Deng DING,Kin Sio FONG and Ka Hou CHAN.An efficient Bayesian iterative method for solving linear systems[J].Journal of Mathematical Research with Applications,2012,32(3):288-296. |
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| Authors: | Deng DING Kin Sio FONG and Ka Hou CHAN |
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| Institution: | Department of Mathematics, University of Macau, Macao, P. R. China;Faculty of Business Administration, University of Macau, Macao, P. R. China;Keang Peng School, Macao, P. R. China |
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| Abstract: | This paper concerns with the statistical methods for solving general linear systems. After a brief review of Bayesian perspective for inverse problems, a new and efficient iterative method for general linear systems from a Bayesian perspective is proposed. The convergence of this iterative method is proved, and the corresponding error analysis is studied. Finally, numerical experiments are given to support the efficiency of this iterative method, and some conclusions are obtained. |
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| Keywords: | linear system matrix iterative method Bayesian perspective |
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