块Toeplitz方程组的快速块Gauss-Seidel迭代算法

本文研究块Toeplitz方程组的块Gauss-Seidel迭代算法。我们首先讨论了块三角Toeplitz矩阵的一些性质,然后给出了求解块三角Toeplitz矩阵逆的快速算法,由此而得到了求解块Toeplitz方程组的快速块Gauss-Seidel迭代算法,最后证明了当系数矩阵为对称正定和H-矩阵时该方法都收敛,数值例子验证了方法的收敛性。     

Toeplitz型矩阵的逆矩阵的快速三角分解算法

针对有关“型”矩阵的三角分解问题 ,提出了一种 Toeplitz型矩阵的逆矩阵的快速三角分解算法 .首先假设给定 n阶非奇异矩阵 A,利用一组线性方程组的解 ,得到 A- 1的一个递推关系式 ,进而利用该关系式得到 A- 1的一种三角分解表达式 ,然后从 Toeplitz型矩阵的特殊结构出发 ,利用上述定理的结论 ,给出了Toeplitz型矩阵的逆矩阵的一种快速三角分解算法 ,算法所需运算量为 O( mn2 ) .最后 ,数值计算表明该算法的可靠性 .     

上三角Toeplitz矩阵在线性差分方程中的应用

利用上三角Toeplitz矩阵给出了常系数线性差分方程特解的表达式,对于解常系数线性差分方程带来了方便.     

实对称正定Toeplitz矩阵的带位移的Sine预处理子

本文研究了求解实对称正定Toeplitz线性方程组的预处理共轭梯度法.基于实对称Toeplitz矩阵都有一个三角变换分裂(TTS)的事实,我们提出了带位移的Sine预处理子TS,分析了预处理矩阵的谱性质,并讨论了每步迭代的计算复杂度.数值实验表明该预处理子比T.Chan预处理子~([2])更有效.     

Toeplitz方程组极小范数最小二乘解的快速算法

给出了求以m×n阶Toeplitz矩阵为系数阵的线性方程组极小范数最小二乘解的快速算法.     

离散空间分数阶非线性薛定谔方程的MHSS型迭代方法

利用隐式守恒型差分格式来离散空间分数阶非线性薛定谔方程,可得到一个离散线性方程组.该离散线性方程组的系数矩阵为一个纯虚数复标量矩阵、一个对角矩阵与一个对称Toeplitz矩阵之和.基于此,本文提出了用一种\textit{修正的埃尔米特和反埃尔米特分裂}(MHSS)型迭代方法来求解此离散线性方程组.理论分析表明,MHSS型迭代方法是无条件收敛的.数值实验也说明了该方法是可行且有效的.     

三阶线性常微分方程Sinc方程组的结构预处理方法

三阶线性常微分方程在天文学和流体力学等学科的研究中有着广泛的应用.本文介绍求解三阶线性常微分方程由Sinc方法离散所得到的线性方程组的结构预处理方法.首先, 我们利用Sinc方法对三阶线性常微分方程进行离散,证明了离散解以指数阶收敛到原问题的精确解.针对离散后线性方程组的系数矩阵的特殊结构, 提出了结构化的带状预处理子,并证明了预处理矩阵的特征值位于复平面上的一个矩形区域之内.然后, 我们引入新的变量将三阶线性常微分方程等价地转化为由两个二阶线性常微分方程构成的常微分方程组, 并利用Sinc方法对降阶后的常微分方程组进行离散.离散后线性方程组的系数矩阵是分块2×2的, 且每一块都是Toeplitz矩阵与对角矩阵的组合.为了利用Krylov子空间方法有效地求解离散后的线性方程组,我们给出了块对角预处理子, 并分析了预处理矩阵的性质.最后, 我们对降阶后二阶线性常微分方程组进行了一些比较研究.数值结果证实了Sinc方法能够有效地求解三阶线性常微分方程.     

带常系数的Cauchy型奇异积分方程的快速方法

Petrov-Galerkin 方法是研究Cauchy型奇异积分方程的最基本的数值方法. 用此方法离散积分方程可得一系数矩阵是稠密的线性方程组. 如果方程组的阶比较大, 则求解此方程组所需要的计算复杂度则会变得很大. 因此, 发展此类方程的快速数值算法就变成了必然. 该文将就对带常系数的Cauchy型奇异积分方程给出一种快速数值方法. 首先用一稀疏矩阵来代替稠密系数矩阵, 其次用数值积分公式离散上述方程组得到其完全离散的形式,然后用多层扩充方法求解此完全离散的线性方程组. 证明经过上述过程得到方程组的逼进解仍然保持了最优阶, 并且整个过程所需要的计算复杂度是拟线性的. 最后通过数值实验证明结论.     

偏微分方程边值反问题的数值方法研究

本文研究了奇异积分方程在反边值问题中的应用问题.利用圆周上的自然积分方程及其反演公式,把Laplace方程的边值反问题转化为一对超奇异积分方程和弱奇异积分方程的组合,通过选取三角插值近似奇异积分的计算并构造相应的配置格式,并使用Tikhonov正则化方法求解所得到的线性方程组.数值实验表明了该方法的有效性.     

关于三角形Toeplitz系统的复杂性

目前,已有结果表明,作两个n阶上(或下)三角形T矩阵的乘积以及做n阶三角形T矩阵乘n维列向量的算术运算次数,均不超过O(nlog_2n);而求n阶三角形T矩阵的逆,其工作量则不超过O(nlog_2~2n). 本文给出三角形T矩阵求逆与求解三角形Toeplitz线性方程组的快速算法.该算     

Fast solution of unsymmetric banded Toeplitz systems by means of spectral factorizations and Woodbury's formula

A fast algorithm for solving systems of linear equations with banded Toeplitz matrices is studied. An important step in the algorithm is a novel method for the spectral factorization of the generating function associated with the Toeplitz matrix. The spectral factorization is extracted from the right deflating subspaces corresponding to the eigenvalues inside and outside the open unit disk of a companion matrix pencil constructed from the coefficients of the generating function. The factorization is followed by the Woodbury inversion formula and solution of several banded triangular systems. Stability of the algorithm is discussed and its performance is demonstrated by numerical experiments. Copyright © 2012 John Wiley & Sons, Ltd.     

A look-ahead Bareiss algorithm for general Toeplitz matrices

Summary. The Bareiss algorithm is one of the classical fast solvers for systems of linear equations with Toeplitz coefficient matrices. The method takes advantage of the special structure, and it computes the solution of a Toeplitz system of order~ with only~ arithmetic operations, instead of~ operations. However, the original Bareiss algorithm requires that all leading principal submatrices be nonsingular, and the algorithm is numerically unstable if singular or ill-conditioned submatrices occur. In this paper, an extension of the Bareiss algorithm to general Toeplitz systems is presented. Using look-ahead techniques, the proposed algorithm can skip over arbitrary blocks of singular or ill-conditioned submatrices, and at the same time, it still fully exploits the Toeplitz structure. Implementation details and operations counts are given, and numerical experiments are reported. We also discuss special versions of the proposed look-ahead Bareiss algorithm for Hermitian indefinite Toeplitz systems and banded Toeplitz systems. Received August 27, 1993 / Revised version received March 1994     

Fast computation of two-level circulant preconditioners

In this paper we present an algorithm for the construction of the superoptimal circulant preconditioner for a two-level Toeplitz linear system. The algorithm is fast, in the sense that it operates in FFT time. Numerical results are given to assess its performance when applied to the solution of two-level Toeplitz systems by the conjugate gradient method, compared with the Strang and optimal circulant preconditioners.     

Eigenvalues and Quasi-Eigenvalues of Banded Toeplitz Matrices: Some Properties and Applications

In this paper we consider the spectrum and quasi-eigenvalues of a family of banded Toeplitz matrices and define their extensions to the generalized eigenvalue problem. A diagonal similarity transformation on such matrices that allows a suitable modification of the region containing the quasi-eigenvalues is reported. Two kind of applications have been analyzed: the computation of the eigenvalues and the asymptotic spectra of Toeplitz matrices and the solution of block banded quasi-Toeplitz linear systems that arise after the discretization of an ODE using a boundary value method.     

A Parallel Algorithm for Toeplitz Triangular Matrices

A new parallel algorithm for inverting Toeplitz triangular matrices as well as solving Toeplitz triangular linear systems is presented in this paper. The algorithm possesses very good parallelism, which can easily be adjusted to match the natural hardware parallelism of the computer systems, that was assumed to be much smaller than the order $n$ of the matrices to be considered since this is the usual case in practical applications. The parallel time complexity of the algorithm is $O([n/p|\log n+\log^2p)$, where $p$ is the hardware parallelism.     

A communication-less parallel algorithm for tridiagonal Toeplitz systems

Diagonally dominant tridiagonal Toeplitz systems of linear equations arise in many application areas and have been well studied in the past. Modern interest in numerical linear algebra is often focusing on solving classic problems in parallel. In McNally [Fast parallel algorithms for tri-diagonal symmetric Toeplitz systems, MCS Thesis, University of New Brunswick, Saint John, 1999], an m processor Split & Correct algorithm was presented for approximating the solution to a symmetric tridiagonal Toeplitz linear system of equations. Nemani [Perturbation methods for circulant-banded systems and their parallel implementation, Ph.D. Thesis, University of New Brunswick, Saint John, 2001] and McNally (2003) adapted the works of Rojo [A new method for solving symmetric circulant tri-diagonal system of linear equations, Comput. Math. Appl. 20 (1990) 61–67], Yan and Chung [A fast algorithm for solving special tri-diagonal systems, Computing 52 (1994) 203–211] and McNally et al. [A split-correct parallel algorithm for solving tri-diagonal symmetric Toeplitz systems, Internat. J. Comput. Math. 75 (2000) 303–313] to the non-symmetric case. In this paper we present relevant background from these methods and then introduce an m processor scalable communication-less approximation algorithm for solving a diagonally dominant tridiagonal Toeplitz system of linear equations.     

A note on the solution of not balanced banded Toeplitz systems

A direct algorithm is presented for the solution of linear systems having banded Toeplitz coefficient matrix with unbalanced bandwidths. It is derived from the cyclic reduction algorithm, it makes use of techniques based on the displacement rank and it relies on the Morrison–Sherman–Woodbury formula. The algorithm always equals and sometimes outperforms the already known direct ones in terms of asymptotic computational cost. The case where the coefficient matrix is a block banded block Toeplitz matrix in block Hessenberg form is analyzed as well. The algorithm is numerically stable if applied to M‐matrices that are point diagonally dominant by columns. Copyright © 2007 John Wiley & Sons, Ltd.     

A fast algorithm for solving diagonally dominant symmetric pentadiagonal Toeplitz systems

Banded Toeplitz systems of linear equations arise in many application areas and have been well studied in the past. Recently, significant advancement has been made in algorithm development of fast parallel scalable methods to solve tridiagonal Toeplitz problems. In this paper we will derive a new algorithm for solving symmetric pentadiagonal Toeplitz systems of linear equations based upon a technique used in [J.M. McNally, L.E. Garey, R.E. Shaw, A split-correct parallel algorithm for solving tri-diagonal symmetric Toeplitz systems, Int. J. Comput. Math. 75 (2000) 303-313] for tridiagonal Toeplitz systems. A common example which arises in natural quintic spline problems will be used to demonstrate the algorithm’s effectiveness. Finally computational results and comparisons will be presented.     

一类Toeplitz线性代数方程组的预处理GMRES方法

本文研究一类来源于分数阶特征值问题的Toeplitz线性代数方程组的求解.构造Strang循环矩阵作为预处理矩阵来求解该Toeplitz线性代数方程组,分析了预处理后系数矩阵的特征值性质.提出求解该线性代数方程组的预处理广义极小残量法（PGMRES）,并给出该算法的计算量.数值算例表明了该方法的有效性.