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阶梯矩阵及其一般化在迭代法中的应用
引用本文:邵新慧,沈海龙,李长军.阶梯矩阵及其一般化在迭代法中的应用[J].应用数学和力学,2006,27(8):971-977.
作者姓名:邵新慧  沈海龙  李长军
作者单位:东北大学 理学院 数学系,沈阳 110004
摘    要:Lu Hao首先给出了阶梯矩阵及其一般性的定义和性质.这类矩阵为迭代法提供了新矩阵分裂的基础.基于此新矩阵类的迭代方法的显著特征是它对于并行计算很容易被实现.应用这一新的分解方法,给出了一般的加速松弛方法(GAOR),而关于AOR方法的一些性质可以被延伸到该新方法中,并针对Hermite正定矩阵进行了新方法收敛性的分析.最后,给出了一些例子来表明新方法的优越性.

关 键 词:阶梯矩阵    迭代法    平行计算    一般加速松弛方法(GAOR)
文章编号:1000-0887(2006)08-0971-07
收稿时间:2004-06-28
修稿时间:2005-12-27

Stair Matrices and Their Generalizations With Applications to Iterative Methods
SHAO Xin-hui,SHEN Hai-long,LI Chang-jun.Stair Matrices and Their Generalizations With Applications to Iterative Methods[J].Applied Mathematics and Mechanics,2006,27(8):971-977.
Authors:SHAO Xin-hui  SHEN Hai-long  LI Chang-jun
Institution:Department of Mathematics, Northeastern University, Shenyang 110004, P. R. China
Abstract:Stair matrices and their generalizations are introduced.The definitions and some properties of the matrices were first given by Lu Hao.This class of matrices provided bases of matrix splittings for iterative methods.The remarkable feature of iterative methods based on the new class of matrices is that the methods were easily implemented for parallel computation.In particular,a generalization of the accelerated overrelaxation method(GAOR) was introduced.Some theories of the AOR method were extended to the generalized method to include a wide class of matrices.The convergence of the new method was derived for Hermitian positive definite matrices.Finally,some examples are given in order to show the superiority of the new method.
Keywords:stair matrices  iterative method  parallel computation  generalization of the AOR method
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