求解陀螺系统特征值问题的收缩二阶Lanczos方法

本文研究陀螺系统特征值问题的数值解法,利用反对称矩阵Lanczos算法,提出了求解陀螺系统特征值问题的二阶Lanczos方法.基于提出的陀螺系统特征值问题的非等价低秩收缩技术,给出了计算陀螺系统极端特征值的收缩二阶Lanczos方法.数值结果说明了算法的有效性.     

Error bounds of Lanczos approach for trust-region subproblem

Because of its vital role of the trust-region subproblem (TRS) in various applications, for example, in optimization and in ill-posed problems, there are several factorization-free algorithms for solving the large-scale sparse TRS. The truncated Lanczos approach proposed by N. I. M. Gould, S. Lucidi, M. Roma, and P. L. Toint [SIAM J. Optim., 1999, 9: 504–525] is a natural extension of the classical Lanczos method for the symmetric linear system and eigenvalue problem and, indeed follows the classical Rayleigh-Ritz procedure for eigenvalue computations. It consists of 1) projecting the original TRS to the Krylov subspaces to yield smaller size TRS’s and then 2) solving the resulted TRS’s to get the approximates of the original TRS. This paper presents a posterior error bounds for both the global optimal value and the optimal solution between the original TRS and their projected counterparts. Our error bounds mainly rely on the factors from the Lanczos process as well as the data of the original TRS and, could be helpful in designing certain stopping criteria for the truncated Lanczos approach.     

以Lanczos向量直接叠加法确定圆拱顶屋盖风致响应

提出以Lanczos向量直接叠加法确定大跨屋盖结构的风致响应。传统的模态叠加法中无法保证精确计算的特征向量一定能够参与动态响应。与传统模态叠加法不同,在生成正交的Lanczos向量算法中只产生在荷载展开式中有较大参与系数的向量,并用于后续的模态叠加法之中。产生第一个Lanczos向量的空间向量来自于屋盖风压场的本征正交分解(POD)。利用同步多点压力扫描技术对一个圆拱顶屋盖进行了风洞试验。利用所提出的方法分析了屋盖风致响应,并与传统方法以及采用平均风荷载作为空间向量的Lanczos向量直接叠加法进行了比较,说明了本文方法的有效性。     

Inexact inner–outer Golub–Kahan bidiagonalization method: A relaxation strategy

We study an inexact inner–outer generalized Golub–Kahan algorithm for the solution of saddle-point problems with a two-times-two block structure. In each outer iteration, an inner system has to be solved which in theory has to be done exactly. Whenever the system is getting large, an inner exact solver is, however, no longer efficient or even feasible and iterative methods must be used. We focus this article on a numerical study showing the influence of the accuracy of an inner iterative solution on the accuracy of the solution of the block system. Emphasis is further given on reducing the computational cost, which is defined as the total number of inner iterations. We develop relaxation techniques intended to dynamically change the inner tolerance for each outer iteration to further minimize the total number of inner iterations. We illustrate our findings on a Stokes problem and validate them on a mixed formulation of the Poisson problem.