共查询到20条相似文献,搜索用时 15 毫秒
1.
Masatoshi Ikeuchi Hiroshi Kobayashi Hideo Sawami Hiroshi Niki 《Journal of Computational and Applied Mathematics》1979,5(4):247-258
The spectral radius of the Jacobi iteration matrix plays an important role to estimate the optimum relaxation factor, when the successive overrelaxation (SOR) method is used for solving a linear system. The specific systems are finite difference forms of the Laplace equation satisfied on a rectanglar region with two different media. Though the potential function for the inhomogeneous closed region is continuous, the first order derivative is not continuous. So this requires internal boundary conditions or interface conditions. In this paper, the spectral radius of the Jacobi iteration matrix for the inhomogeneous rectangular region is formulated and the approximation for the explicit formula, suitable for the computation of the spectral radius, is deduced. It is also found by the proposed formula that the spectral radius and the optimum relaxation factor rigorously depend on the inhomogeneity or the internal boundary conditions in the closed region, and especially vary with the position of the internal boundary. These findings are also confirmed by the numerical results of the power method.The stationary iterative method using the proposed formula for calculating estimates of the spectral radius of the Jacobi iteration matrix is compared with Carré's method, Kulstrud's method and the stationary iterative method using Frankel's theoretical formula, all for the case of some numerical models with two different media. According to the results our stationary iterative method gives the best results ffor the estimate of the spectral radius of the Jacobi iteration matrix, for the required number of iterations to calculate solutions, and for the accuracy of the solutions.As a numerical example the microstrip transmission line is taken, the propating mode of which can be approximated by a TEM mode. The cross section includes inhomogeneous media and a strip conductor. Upper and lower bounds of the spectral radius of the Jacobi iteration matrix are estimated. Our method using these estimates is also compared with the other methods. The upper bound of the spectral radius of the Jacobi iteration matrix for more general closed regions with two different media might be given by the proposed formula. 相似文献
2.
Yiannis G. Saridakis 《BIT Numerical Mathematics》1986,26(3):369-376
In this paper, the behavior of the block Accelerated Overrelaxation (AOR) iterative method, when applied to linear systems with a generalized consistently ordered coefficient matrix, is investigated. An equation, relating the eigenvalues of the block Jacobi iteration matrix to the eigenvalues of its associated block AOR iteration matrix, as well as sufficient conditions for the convergence of the block AOR method, are obtained. 相似文献
3.
Yuan‐Ming Wang Cui‐Xia Liang Ravi P. Agarwal 《Numerical Methods for Partial Differential Equations》2011,27(3):680-701
The aim of this article is to develop a new block monotone iterative method for the numerical solutions of a nonlinear elliptic boundary value problem. The boundary value problem is discretized into a system of nonlinear algebraic equations, and a block monotone iterative method is established for the system using an upper solution or a lower solution as the initial iteration. The sequence of iterations can be computed in a parallel fashion and converge monotonically to a maximal solution or a minimal solution of the system. Three theoretical comparison results are given for the sequences from the proposed method and the block Jacobi monotone iterative method. The comparison results show that the sequence from the proposed method converges faster than the corresponding sequence given by the block Jacobi monotone iterative method. A simple and easily verified condition is obtained to guarantee a geometric convergence of the block monotone iterations. The numerical results demonstrate advantages of this new approach. © 2009 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2011 相似文献
4.
The SOR iteration for solving linear systems of equations dependsupon an overrelaxation factor . We show that, for the standardmodel problem of Poisson's equation on a rectangle, the optimal and corresponding convergence rate can be obtained rigorouslyby Fourier analysis. The trick is to tilt the space-time gridso that the SOR stencil becomes symmetrical. The tilted gridalso gives new insight into the relationships between the Gauss-Seideland Jacobi iterations and between the lexicographic and red-blackorderings, and into the modified equation analysis of Garabedian. 相似文献
5.
Mohammad Tafakkori-Bafghi Ghasem Barid Loghmani Mohammad Heydari Xiaoli Bai 《Mathematical Methods in the Applied Sciences》2020,43(3):1084-1111
In this paper, an effective numerical iterative method for solving nonlinear initial value problems (IVPs) is presented. The proposed iterative scheme, called the Jacobi-Picard iteration (JPI) method, is based on the Picard iteration technique, orthogonal shifted Jacobi polynomials, and shifted Jacobi-Gauss quadrature formula. In comparison with traditional methods, the JPI method uses an iterative formula for updating next step approximations and calculating integrals of the shifted Jacobi polynomials are performed via an exact relation. Also, a vector-matrix form of the JPI method is provided in details which reduce the CPU time. The performance of the presented method has been investigated by solving several nonlinear IVPs. Numerical results show the efficiency and the accuracy of the proposed iterative method. 相似文献
6.
提出了一种改进的梯度迭代算法来求解Sylvester矩阵方程和Lyapunov矩阵方程.该梯度算法是通过构造一种特殊的矩阵分裂,综合利用Jaucobi迭代算法和梯度迭代算法的求解思路.与已知的梯度算法相比,提高了算法的迭代效率.同时研究了该算法在满足初始条件下的收敛性.数值算例验证了该算法的有效性. 相似文献
7.
Hausdorff moment problem and fractional moments 总被引:1,自引:0,他引:1
H. Gzyl 《Applied mathematics and computation》2010,216(11):3319-3328
Hausdorff moment problem is considered and a solution, consisting of the use of fractional moments, is proposed. More precisely, in this work a stable algorithm to obtain centered moments from integer moments is found. The algorithm transforms a direct method into an iterative Jacobi method which converges in a finite number of steps, as the iteration Jacobi matrix has null spectral radius. The centered moments are needed to calculate fractional moments from integer moments. As an application few fractional moments are used to solve finite Hausdorff moment problem via maximum entropy technique. Fractional moments represent a remedy to ill-conditioning coming from an high number of integer moments involved in recovering procedure. 相似文献
8.
9.
Min-Li Zeng & Guo-Feng Zhang 《数学研究》2015,48(1):1-17
In this paper, a modulus-based generalized skew-Hermitian triangular splitting
(MGSTS) iteration method is present for solving a class of linear complementarity
problems with the system matrix either being an $H_+$-matrix with non-positive
off-diagonal entries or a symmetric positive definite matrix. The convergence of the
MGSTS iteration method is studied in detail. By choosing different parameters, a series
of existing and new iterative methods are derived, including the modulus-based Jacobi
(MJ) and the modulus-based Gauss-Seidel (MGS) iteration methods and so on. Experimental
results are given to show the effectiveness and feasibility of the new method
when it is employed for solving this class of linear complementarity problems. 相似文献
10.
给出了解病态线性方程组的一种新的Jacobi迭代算法,并证明了算法的收敛性;通过具体算例说明了算法的实用性和有效性. 相似文献
11.
为了降低经典的三阶加权本质无振荡(WENO)格式的数值耗散,提出了一种新的三阶WENO格式的修正模板近似方法.改进了经典WENO-JS格式中各候选模板上数值通量的一阶多项式逼近,通过加入二次项使模板逼近达到三阶精度.计算了相应的候选通量,并且通过引入可调函数φ(x),使得新的格式具有ENO性质.最后给出了一系列数值算例,证明了该方法的有效性. 相似文献
12.
Axel Ruhe 《BIT Numerical Mathematics》1980,20(1):88-96
It is shown that the cyclic Jacobi algorithm for the computation of eigenvalues of a symmetric matrix behaves asymptotically like inverse iteration with Rayleigh Quotient shift (RQI). The asymptotic expression for the transformation matrix is used to develop a new Jacobi algorithm which uses elementary reflections (Householder transformations) instead of rotations. The new algorithm has the same asymptotic behaviour, but each sweep needs half the number of arithmetic operations and has one level of looping less than the traditional one. Numerical tests of an APL implementation are reported. 相似文献
13.
Nikolaos M. Missirlis 《Numerische Mathematik》1984,45(3):447-458
Summary A variety of iterative methods considered in [3] are applied to linear algebraic systems of the formAu=b, where the matrixA is consistently ordered [12] and the iteration matrix of the Jacobi method is skew-symmetric. The related theory of convergence is developed and the optimum values of the involved parameters for each considered scheme are determined. It reveals that under the aforementioned assumptions the Extrapolated Successive Underrelaxation method attains a rate of convergence which is clearly superior over the Successive Underrelaxation method [5] when the Jacobi iteration matrix is non-singular. 相似文献
14.
Xian-Qing Liu Shou-Ming Zhong Bao-Dan Tian Feng-Xia Zheng 《Journal of Applied Mathematics and Computing》2013,42(1-2):479-490
A two-step iterative scheme based on the multiplicative splitting iteration is presented for PageRank computation. The new algorithm is applied to the linear system formulation of the problem. Our method is essentially a two-parameter iteration which can extend the possibility to optimize the iterative process. Theoretical analyses show that the iterative sequence produced by our method is convergent to the unique solution of the linear system, i.e., PageRank vector. An exact parameter region of convergence for the method is strictly proved. In each iteration, the proposed method requires solving two linear sub-systems with the splitting of the coefficient matrix of the problem. We consider using inner iterations to compute approximate solutions of these linear sub-systems. Numerical examples are presented to illustrate the efficiency of the new algorithm. 相似文献
15.
16.
On the analysis of the unsymmetric successive overrelaxation method when applied top-cyclic matrices
Yiannis G. Saridakis 《Numerische Mathematik》1986,49(5):461-473
Summary A Determinantal Invariance, associated with consistently ordered weakly cyclic matrices, is given. The DI is then used to obtain a new functional equation which relates the eigenvalues of a particular block Jacobi iteration matrix to the eigenvalues of its associated Unsymmetric Successive Overrelaxation (USSOR) iteration matrix. This functional equation as well as the theory of nonnegative matrices and regular splittings are used to obtain convergence and divergence regions of the USSOR method. 相似文献
17.
讨论热传导方程求解系数的一个反问题.把问题归结为一个非线性不适定的算子方程后,考虑该方程的Newton型迭代方法.对线性化后的Newton方程用隐式迭代法求解,关键的一步是引入了一种新的更合理的确定(内)迭代步数的后验准则.对新方法及对照的Tikhonov方法和Bakushiskii方法进行了数值实验,结果显示了新方法具有明显的优越性. 相似文献
18.
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. 相似文献
19.
Jasper van den Eshof 《Numerical Linear Algebra with Applications》2002,9(2):163-179
Rayleigh quotient iteration is an iterative method with some attractive convergence properties for finding (interior) eigenvalues of large sparse Hermitian matrices. However, the method requires the accurate (and, hence, often expensive) solution of a linear system in every iteration step. Unfortunately, replacing the exact solution with a cheaper approximation may destroy the convergence. The (Jacobi‐) Davidson correction equation can be seen as a solution for this problem. In this paper we deduce quantitative results to support this viewpoint and we relate it to other methods. This should make some of the experimental observations in practice more quantitative in the Hermitian case. Asymptotic convergence bounds are given for fixed preconditioners and for the special case if the correction equation is solved with some fixed relative residual precision. A dynamic tolerance is proposed and some numerical illustration is presented. Copyright © 2002 John Wiley & Sons, Ltd. 相似文献
20.
提出了一种新的求解无约束优化问题的ODE型方法,其特点是:它在每次迭代时仅求解一个线性方程组系统来获得试探步;若该试探步不被接受,算法就沿着该试探步的方向求得下一个迭代点,其中步长通过固定公式计算得到.这样既避免了传统的ODE型算法中为获得可接受的试探步而重复求解线性方程组系统,又不必执行线搜索,从而减少了计算量.在适当的条件下,还证明了新算法的整体收敛性和局部超线性收敛性.数值试验结果表明:提出的算法是有效的. 相似文献