期刊文献+

对称Toeplitz线性方程组的基于余弦变换的最佳预优矩阵 被引量:1

COSINE TRANSFORM BASED PRECONDITIONER FOR SYMMETRIC TOEPLITZ SYSTEMS
原文传递
导出
摘要 利用第四类离散余弦变换矩阵构造出求解对称Toeplitz线性方程组的最佳预优矩阵,构造该预优矩阵所需的运算量为O(n).理论和数值实验显示,利用本文中所构造的预优矩阵求解对称Toeplitz线性方程组所需的迭代次数与现有的其它类型预优矩阵差不多,但预优矩阵的构造要更简单. Based on the forth discrete Cosine transform, a new optimal preconditioner for sym- metric Toeplitz systems was constructed, and the operations for the construction of the new preconditioner is O(n). As the theoretical analysis and numerical experiments show, the convergent behavior is similar to the other preconditioners, but the construction of the new preconditioner is simpler.
作者 汪祥 李乐波
出处 《数值计算与计算机应用》 CSCD 北大核心 2010年第3期223-231,共9页 Journal on Numerical Methods and Computer Applications
基金 江西省自然科学基金(2007GQS2063) 江西省教育厅青年科学基金(GJJ09450) 中国科学院科学与工程计算国家重点实验室资助
关键词 TOEPLITZ矩阵 预条件共轭梯度法(PCG) 第四类离散余弦变换矩阵(DCT-IV) Toeplitz matrices preconditioned conjugate gradient (PCG) discrete cosinetransform IV
  • 相关文献

参考文献13

  • 1Boman E, Koltracht I. Fast transform bused preconditioners for Toeplitz equations[J]. SIAM J. Matrix Anal. Appl., 1995, 16: 628-645.
  • 2Cai M, Jin X. A note on T.Chan's preconditioner[J]. Linear Algebra and Its Applications, 2004, 376: 283-290.
  • 3Cai M, Jin X, Wei Y. A generalization of T. Chan's preconditioner[J]. Linear Algebra and Its Applications, 2005, 407: 11-18.
  • 4Chan T. An optimal circulant preconditioner for Toeplitz systems[J]. SIAM J. Sci. Statist. Comput., 1988, 9: 766-711.
  • 5Chan R, Wrong C. Best conditioned circulant preconditioners[J]. Linear Algebra Appl., 1995, 218: 205-212.
  • 6Chan R, Ng M. Sine transform based preconditioners for symmetric toeplitz systems[J]. Linear Algebra Appl., 1996, 232: 237-259.
  • 7Chan R, Yip A, Ng M. The best circulant preconditioners for Hermitian Toeplitz matrices[J]. SIAM J. Numer. Anal., 2001, 38: 876-896.
  • 8Chan R, Ng M, Yip A. The best circulant preconditioners for Hermitian Toeplitz systems II: the multiple-zero case[J]. Numer. Math., 2002, 92: 17-40.
  • 9Cheng C, Jin X. Some stability properties of T. Chan's preconditioner[J]. Linear Algebra and Its Applications, 2005, 395: 361-365.
  • 10Huckle T. Circulant and skew-circulant matrices for solving Toeplitz matrix problems[J]. SIAM J. Matrix Anal. Appl., 1992, 13: 767-777.

同被引文献11

  • 1SAAD Y. Iterative methods for sparse linear system [ M ]. Boston : PWS, 1996.
  • 2SAAD Y. A flexible inner-outer preconditioned GMRES Algorithm [ J ]. Siam J Sci Stat Comput, 1993,14 ( 2 ) : 469 - 493.
  • 3VORST H A, VUIK C. GMRESR: A family of nested GMRES methods [ J ]. Numer Linear Algebra Appl, 1994, 1(4) :369-386.
  • 4SAAD Y, SCHULTZ M H. GMRES:A generalized minimal residual algorithm for solving nonsymmetric linear systems [ J ]. SIAM J Sci stat Comput, 1986,7 (3) : 856 - 869.
  • 5ABE K,ZHANG S L. A variable preconditioning using the SOR Method for GCR-like methods[ J]. Int J Numer Anal Model ,2005,2 (2) : 147 - 16.
  • 6AXELSSON O. A generalized conjugate gradient least square method [ J ]. Numer Math, 1987,51 ( 2 ) : 209 - 227.
  • 7AXELSSON O, VASSILEVSKI P S. A black box generalized conjugate gradient solver with inner iterations and variable-step preconditioning [ J ]. SIAM J Numer Anal, 1991,12(4) :625 -644.
  • 8GOLUB H G, YE Q. Inexact preconditioned conjugate gradient method with inner-outer iteration [ J ]. SIAM J Sci Comput, 1999,21 (4) : 1305 - 1320.
  • 9SZYLD D B, YOGEL J A. FQMR:a flexible quasi-minimal residual method with inexact preconditioning [ J ]. SIAM J Sci Stat Comput,2001,23(2) :363 -380.
  • 10SOGABE T, SUGIHARA M, ZHANG S L. An extension of the conjugate residual method to non-symmetric linear systems[J]. J Comput Appl Math,2009,226( 1 ) : 103 - 113.

引证文献1

二级引证文献4

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部