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1.
为了快速求解一类来自加权线性最小二乘问题的2×2块线性系统,本文提出一类新的预处理子用以加速GAOR方法,也就是新的预处理GAOR方法.得到了一些比较结果,这些结果表明当GAOR方法收敛时,新方法比原GAOR方法和之前的一些预处理GAOR方法有更好的收敛性.而且,数值算例也验证了新预处理子的有效性.  相似文献   

2.
给出了求解一类加权线性最小二乘问题的预处理迭代方法,也就是预处理的广义加速超松弛方法(GAOR),得到了一些收敛和比较结果.比较结果表明当原来的迭代方法收敛时,预处理迭代方法会比原来的方法具有更好的收敛率.而且,通过数值算例也验证了新预处理迭代方法的有效性.  相似文献   

3.
周海林 《计算数学》2023,45(1):93-108
应用共轭梯度方法和线性投影算子,给出迭代算法求解了线性矩阵方程AX=B在任意线性子空间上的最小二乘解问题.在不考虑舍入误差的情况下,可以证明,所给迭代算法经过有限步迭代可得到矩阵方程AX=B的最小二乘解、极小范数最小二乘解及其最佳逼近.文中的数值例子证实了该算法的有效性.  相似文献   

4.
定步长的连续极小化方法...   总被引:4,自引:0,他引:4  
求解非线性方程组F(x)=0可转化为求非线性最小二乘问题min1/2F(x)^TF(x)的极小点。文章提出了一种求解上述非线性最小二乘问题的连续极小化方法,方法给出确定的步长,并证明具有整体和线性的收敛性。两个数值例子说明了方法的优越性。  相似文献   

5.
带有线性不等式约束的最小二乘   总被引:9,自引:0,他引:9  
关于带有等式约束的最小二乘问题,目前已有许多文章进行了讨论和研究,但在实际工作中,有时还会遇到一些线性不等式约束.不等式约束使最小二乘问题的分析和处理复杂化,但足以补偿的是:利用线性不等式约束能够表达一类极为丰富的问题.带有线性不等式约束的最小二乘问题,可以视为二次规划的一种特殊情形,但一般二次规划问题实际处理很复杂,本文针对这一类特殊问题,将带有线性不等式约束的问题转化为带有等式约束的最小二乘问题,并给出方法的证明和数值例子.关于等式约束的最小二  相似文献   

6.
本文在特定的约束条件下,给出了一维线性广义最小二乘问题解的精确表达式,并对解的范围进行了讨论。对n维线性广义最小二乘问题,给出了求解方法,迭代步骤和收敛性定理。  相似文献   

7.
利用Pena距离对加权线性最小二乘估计的影响问题进行讨论,得到加权最小二乘估计的Pena距离的表达式,对其性质进行讨论,从而得到高杠异常点的判别方法.文中对Pena距离与Cook距离的性能进行了对比,得到在一定条件下Pena距离优于Cook距离的结论.并通过数值实验对此方法的有效性进行验证.  相似文献   

8.
应用共轭梯度方法和线性投影算子,给出了求解线性矩阵方程AXB+CXD=F在任意线性子空间上的最小二乘解问题的迭代算法.在不考虑舍入误差的情况下,理论上可以证明,所给迭代算法经过有限步迭代可得到矩阵方程AXB+CXD=F的最小二乘解,极小范数解及其最佳逼近.该算法可以应用于任何线性子空间,包括由对称矩阵,中心对称矩阵等构成的线性子空间.文中的数值例子证实了该算法的有效性.  相似文献   

9.
针对截集思想所转化的线性规划模型结构复杂、可操作差的问题.利用结构元方法重新考察含有模糊系数的模糊线性回归问题.定义了一类结构元加权内积,诱导出了模糊数的距离;利用最小二乘原理,给出一类含有模糊系数的多元模糊回归模型的解析表达式.通过实例说明方法的有效性.  相似文献   

10.
本文研究连续测量数据情况下的混合系数线性模型的参数估计问题.利用压缩估计方法给出了该模型的一类新的有偏估计一广义Liu估计,并在均方误差意义下,证明此类估计分别优于最小二乘估计、Liu估计.最后讨论参数的选取问题.  相似文献   

11.
In this paper, we present the preconditioned generalized accelerated overrelaxation (GAOR) method for solving linear systems based on a class of weighted linear least square problems. Two kinds of preconditioning are proposed, and each one contains three preconditioners. We compare the spectral radii of the iteration matrices of the preconditioned and the original methods. The comparison results show that the convergence rate of the preconditioned GAOR methods is indeed better than the rate of the original method, whenever the original method is convergent. Finally, a numerical example is presented in order to confirm these theoretical results.  相似文献   

12.
Many papers have discussed preconditioned block iterative methods for solving full rank least-squares problems. However very few papers studied iterative methods for solving rank-deficient least-squares problems. Miller and Neumann (1987) proposed the 4-block SOR method for solving the rank-deficient problem. Here a 2-block SOR method and a 3-block SOR method are proposed to solve such problem. The convergence of the block SOR methods is studied. The optimal parameters are determined. Comparison between the 2-block SOR method and the 3-block SOR method is given also.  相似文献   

13.
本文提出了解线性互补问题的预处理加速模系Gauss-Seidel迭代方法,当线性互补问题的系统矩阵是M-矩阵时证明了方法的收敛性,并给出了该预处理方法关于原方法的一个比较定理.数值实验显示该预处理迭代方法明显加速了原方法的收敛.  相似文献   

14.
本文研究Toeplitz+Hankel线性方程组的预处理迭代解法.我们提出了几个新的预条件子,并分析了预处理矩阵的谱性质,当生成函数在Wiener类中时,预处理矩阵的特征值聚集在1附近.数值实验表明该预处理子比文[5]中的预处理子更有效.  相似文献   

15.
The PageRank model, which was first proposed by Google for its web search engine application, has since become a popular computational tool in a wide range of scientific fields, including chemistry, bioinformatics, neuroscience, bibliometrics, social networks, and others. PageRank calculations necessitate the use of fast computational techniques with low algorithmic and memory complexity. In recent years, much attention has been paid to Krylov subspace algorithms for solving difficult PageRank linear systems, such as those with large damping parameters close to one. In this article, we examine the full orthogonalization method (FOM). We present a convergence study of the method that extends and clarifies part of the conclusions reached in Zhang et al. (J Comput Appl Math. 2016; 296:397–409.). Furthermore, we demonstrate that FOM is breakdown free when solving singular PageRank linear systems with index one and we investigate the effect of using weighted inner-products instead of conventional inner-products in the orthonormalization procedure on FOM convergence. Finally, we develop a shifted polynomial preconditioner that takes advantage of the special structure of the PageRank linear system and has a good ability to cluster most of the eigenvalues, making it a good choice for an iterative method like FOM or GMRES. Numerical experiments are presented to support the theoretical findings and to evaluate the performance of the new weighted preconditioned FOM PageRank solver in comparison to other established solvers for this class of problem, including conventional stationary methods, hybrid combinations of stationary and Krylov subspace methods, and multi-step splitting strategies.  相似文献   

16.
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   

17.
In this paper, we present some comparison theorems on preconditioned iterative method for solving Z-matrices linear systems, Comparison results show that the rate of convergence of the Gauss–Seidel-type method is faster than the rate of convergence of the SOR-type iterative method.  相似文献   

18.
GAOR迭代法的收敛性   总被引:1,自引:0,他引:1  
宋永忠 《计算数学》1989,11(4):405-412
当A为实对称矩阵时,[1]中在D_i选取较特殊的条件下,证明了GAOR迭代法收敛的充要条件为A是正定矩阵. 设A为Hermite矩阵,进一步讨论GAOR迭代法收敛的充要条件. 以下记 B=D_1~(-1)(C_L+C_U).  相似文献   

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