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对称正定矩阵的多级迭代法
引用本文:鲁雪晶,刘仲云,张育林. 对称正定矩阵的多级迭代法[J]. 数学理论与应用, 2013, 0(1): 7-12
作者姓名:鲁雪晶  刘仲云  张育林
作者单位:长沙理工大学数学与计算科学学院;Minho大学数学系
基金项目:Supported by the National Natural Science Foundation of China under Grant No.10771022;Supported by FEDER Funds through“Programa Operacional Factores de Competitividade-COMPETE”;Supported by Portuguese Funds through“Fundao para a Ciência e aTecnologia”,within the Project PEst-C/MAT/UI0013/2011 and PTDC/MAT/112273/2009,Portugal
摘    要:本文主要研究解对称正定矩阵的多级迭代法,并对其收敛性进行证明。最后用数值实验验证此方法的有效性.多级迭代法特别适用于并行计算,并且可以被理解为古典迭代法的扩展,或共轭梯度法的预处理子。

关 键 词:线性方程组  对称正定阵  多级分裂  迭代法  收敛性

Multistage Iterative Methods for Symmetric Positive Definite Matrices
Lu Xuejing,Liu Zhongyun,Zhang Yulin. Multistage Iterative Methods for Symmetric Positive Definite Matrices[J]. Mathematical Theory and Applications, 2013, 0(1): 7-12
Authors:Lu Xuejing  Liu Zhongyun  Zhang Yulin
Affiliation:1.School of Mathematics and Computing Science,Changsha University of Science & Technology, Changsha 410114,China)(2.Centro de Matemática,Universidade do Minho,4710-057 Braga,Portugal)
Abstract:In this paper a multistage iterative method for solving the symmetric positive definite linear systems is established and the convergence of the method is proved. A numerical example is given to illustrate the effectiveness of our method. The method is especially suitable for parallel computation, and can be viewed as a extension of the classical iterative method or as a preconditioner for the conjugate gradient method.
Keywords:Linear Systems Symmetric Positive Definite Matrix Multistage Splitting Iterative Method Convergence
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