矩阵多分裂迭代法的收敛条件

本文给出了求解非奇异线性方程组的矩阵多分裂并行迭代法的一些新的收敛结果.当系数矩阵单调和多分裂序列为弱正则分裂时,得到了几个与已有的收敛准则等价的条件,并且证明了异步迭代法在较弱条件下的收敛性.对于同步迭代,给出了与异步迭代不同且较为宽松的收敛条件.     

CONVERGENCE ANALYSIS OF RUNGE-KUTTA METHODS FOR A CLASS OF RETARDED DIFFERENTIAL ALGEBRAIC SYSTEMS

This article deals with a class of numerical methods for retarded differential algebraic systems with time-variable delay. The methods can be viewed as a combination of Runge-Kutta methods and Lagrange interpolation. A new convergence concept, called DA-convergence, is introduced. The DA-convergence result for the methods is derived. At the end, a numerical example is given to verify the computational effectiveness and the theoretical result.     

USING THE SKEW-SYMMETRIC ITERATIVE METHODS FOR SOLUTION OF AN INDEFINITE NONSYMMETRIC LINEAR SYSTEMS

The concept of the field of value to localize the spectrum of the iteration matrices of the skew-symmetric iterative methods is further exploited. Obtained formulas are derived to relate the fields of values of the original matrix and the iteration matrix. This allows us to determine theoretically that indefinite nonsymmetric linear systems can be solved by this class of iterative methods.     

半定互补问题的全局收敛算法

基于某一效益函数,本文给出了求解半定互补问题的下降算法,并在适当的条件下证得其全局收敛性.     

ON THE CONVERGENCE OF ASYNCHRONOUS NESTED MATRIX MULTISPLITTING METHODS FOR LINEAR SYSTEMS

1.IntroductionTherehasbeenalotofliterature(see[1]--[61and[12])ontheparalleliterativemethodsforthelarge--scalesystemoflinearequationsinthesenseofmatrixmultisplittingsincethepioneeringworkofO'LearyandWhite(see[l])waspublishedin1985.Oneofthemostrecentre...     

线性方程组二级迭代法的收敛性

线性方程组二级迭代法的收敛性曹志浩（复旦大学）ＣＯＮＶＥＲＧＥＮＣＥＯＦＴＷＯ－ＳＴＡＧＥＩＴＥＲＡＴＩＶＥＭＥＴＨＯＤＳＦＯＲＴＨＥＳＯＬＵＴＩＯＮＯＦＬＩＮＥＡＲＳＹＳＴＥＭＳ￥ＣａｏＺｈｉ－ｂａｏ（ＦｕｄａｎＵｎｉｖｅｒｓｉｔｙ）Ａｂｓｔｒａｃ...     

线性方程组迭代方法残差光滑技术的一个推广

1　引　　言我们考虑求解线性方程组Ax=b,A∈Rn×n,b,x∈Rn.(1)的迭代方法.迭代序列{xk}的性态常常由与之对应的残差范数序列{‖rk‖}的特性来决定.人们自然希望{‖rk‖}光滑地(单调地)收敛到0.在所有Krylov子空间方法中,GMRES[7]方法因为可使{‖rk‖}最优地趋于0,故是一个较为成功的方法.但是,GMRES方法的工作量和存贮量却随着迭代步数的增加而迅速增加.而BCG[4]和CGS[10]等方法具有运算量小,收敛快等突出优点.但它们的残差范数性态却很不规则,{‖rk‖}振荡不定.这给判断收敛性及何时停机带来很大的不便.残差光滑技术是一个行之有…     

求解大型稀疏最小二乘问题的2—块PSD型迭代法

１引言假设Ａ为大型稀疏的ｍ×ｎ实矩阵（ｍ＞ｎ）,ｒａｎｋ（Ａ）＝ｎ,在实际中,常常需要求解Ａｘ＝ｂ,（１．１）其中ｂ为给定的ｍ维向量．求（１．１）的欧氏范数最小二乘解等价于求解其中ｒ为ｍ维向量,不失一般性,可令其中Ａ;为ｎ×ｎ满秩方阵,且把ｂ和ｒ也相应地分块为其中ｒ１和ｂ１都是ｎ维向量,用（１．３）和（１．４）的符号,（１．２）可写成等价形式如下相应的块Ｊａｃｏｂｉ迭代矩阵Ｂ２和Ｂ３,定义为Ｃ相应于ＢＬ的分块形式是Ｌ循环阵或是ＧＣＯ（１,Ｌ—１）阵或Ｔ（１,ｌ—１）阵,ＢＬ是指标为Ｌ的弱循环阵（…     

非对称线性方程组的二阶段分裂迭代法

本文针对非对称正定矩阵提出了一个收敛分裂, 给出了分裂收敛的充要条件. 在此基础上, 提出系数为非对称正定矩阵的线性方程组的二阶段算法, 并讨论了算法的收敛条件. 最后, 通过数值例子展示了算法的有效性.     

非线性互补问题近似Newton法的二阶收敛性

本文给出了求解非线性互补问题近似Newton法二阶收敛性的一个条件，并且证明了在一定的条件下，有限差分Newton法具有二阶收敛性．     

ANALYSIS OF A MECHANICAL SOLVER FOR LINEAR SYSTEMS OF EQUATIONS S

1. Introduction/ A new approaCh to solve systems of linear eqttations, equlvaleat to solve the ~ion of adamped harmonic oscillator, has been PrOPosed in a previous paper[11. Due to this parallelism,we call such methods Mechanical Solvers for systems of linear equations. The present study isdevoted to the analysis of these methods.Let be the linear systemwhere we assume that A is an m x m nonsingular matriX (i.e. the system has a ~ solution).We may associate to it the Newton's equation for …     

LC^1类优化问题的Broyden算法的收敛性分析

本文讨论了利用Ｂｒｏｙｄｅｎ算法求解ＬＣ＾１类优化问题。所谓ＬＣ＾１类优化问题是指目标函数一阶连续可微，且它的导函数Ｌｉｐｓｃｈｉｔｚ连续。若假设目标函数是强凸的，讨论了该算法的全局收敛性；若假设目标函数是半光滑的，还给出了该算法的超线性收敛性分析。     

基于BDF的无约束优化方法的收敛性分析

1.介 绍 在上个世纪的七十年代末、八十年代初,基于常微分方程的优化方法或者说同伦方法是一类与拟牛顿法和共轭梯度法等我们所熟知的优化方法相竞争的重要方法[1-6,8,13,14,16].由于这类方法只是简单地利用现成的数值求解常微分方程的软件包,如CVODE[7]、LSODE[12],对同伦方程(一般是一个常微分方程的初值问题)进行计算,除了一些特殊的病态问题     

一类线性抛物型方程组的交替方向多步法及其理论分析

Efficient multistep procedure for time-stepping Galerkin method in which we use an alternating direction preconditioned iterative methods for approximately solving the linear equations arising at each timestep in a discrete Galerkin method for a class of linear parabolic systems is derived and analyzed. The optimal order error estimate is obtained. Numerical experiments show that the method has the characteristics of high efficiency and high accuracy.     

ITERATIVE METHODS WITH PRECONDITIONERS FORINDEFINITE SYSTEMS

1.IntroductionSymmetricindefinitesystemsoflinearequationsariseinmailyareasofscientificcomputation.Inthispaper,wewiUdiscussthesolutionofsparseindefinitesystemoftheformwhereA6Rnxnisasymmetricpositivedefinitematrix,BERmxnhasfullrowrankmSn3CERmxmissymmetricpositivesemidefinte,fER"andgERm.Illthiscase,thelineaxequationshastheuniquesolution[8--ic].FOrsimplicity,wedenotetheequationsasKx~b.DiscretizationsoftheStokesequationsorotherPDEsproducethelinearequationsas(l).Inoptimization,whenbarrieror…     

一类时滞非线性系统的采样迭代学习控制

本文针对一类时滞非线性系统提出一种采样迭代学习控制算法,严格证明了该算法的指数收敛性.当系统满足所给出的条件时,跟踪误差以指数速率收敛至一个与采样周期有关的误差范围内.     

THE MONOTONICITY OF CONVERGENCE RATE FOR MGS METHODS

In this paper we prove that the convergence rate of the modified Gauss-Seidel method is a monotonic function for some precondition parameters.     

两步定常线性迭代法的收敛区域及最优参数选取

１．引言 给定一线性系统 Ａｘ＝ｂ,（１．１）其线性两步定常迭代方法可表示为 ｘｎ＋１＝ ｘｎ＋ αｒｎ＋ β（ｘｎ－ ｘｎ－１）,（１．２）其中 ｒｎ＝ｂ－Ａｘｎ（１．３）是剩余向量, ｘ０, ｘ１是任意的（ｃｆ．Ｙｏｕｎｇ［１,ｐ．４８７］）．本文我们将研究迭代式（１．２）的收敛条件及参数α,β如何选取问题．关于此问题已有一些结果,如［２－４］,本文将从方程根的角度讨论最一般的情况,即在复数域上来讨论此问题,同时作为其特例来讨论复 ＳＯＲ、 ＭＳＯＲ的收敛性． 下文中除了特别说明,Ａ是复矩阵,α,β是复…     

非光滑方程组牛顿法的全局收敛性分析

通过定义一种新的*-微分,本文给出了局部Lipschitz非光滑方程组的牛顿法,并对其全局收敛性进行了研究.该牛顿法结合了非光滑方程组的局部收敛性和全局收敛性.最后,我们把这种牛顿法应用到非光滑函数的光滑复合方程组问题上,得到了较好的收敛性.     

ON SPECTRAL METHODS FOR VOLTERRA INTEGRAL EQUATIONS AND THE CONVERGENCE ANALYSIS

The main purpose of this work is to provide a novel numerical approach for the Volterra integral equations based on a spectral approach. A Legendre-collocation method is proposed to solve the Volterra integral equations of the second kind. We provide a rigorous error analysis for the proposed method, which indicates that the numerical errors decay exponentially provided that the kernel function and the source function are sufficiently smooth. Numerical results confirm the theoretical prediction of the exponential rate of convergence. The result in this work seems to be the first successful spectral approach （with theoretical justification） for the Volterra type equations.