In this paper, a generalized block Broyden’s method is presented for solvinga collection of overdetermined equations. We have proven that for the p linear overdetermined equations with a m×n coefficient matrix, ...In this paper, a generalized block Broyden’s method is presented for solvinga collection of overdetermined equations. We have proven that for the p linear overdetermined equations with a m×n coefficient matrix, the method is terminated with the p least squared solutions after 2m/p steps at most, and two numerical examples are given.展开更多
In this paper, we extend the alternate Broyden's method to the multiple version fbi solving lincar leastsquarc systems with multiple right-hand sides. We show that the method possesses property of a finite tcrmina...In this paper, we extend the alternate Broyden's method to the multiple version fbi solving lincar leastsquarc systems with multiple right-hand sides. We show that the method possesses property of a finite tcrmination.Some numerical cxperiments are gi von to inustrate the effectiveness of the method.展开更多
In this paper, a global quasi-minimal residual （QMR） method was presented for solving the Sylvester equations. Some properties were investigated with a new matrix product for the global QMR method. Numerical results...In this paper, a global quasi-minimal residual （QMR） method was presented for solving the Sylvester equations. Some properties were investigated with a new matrix product for the global QMR method. Numerical results with the global QMR and GMRES methods compared with the block GMRES method were given. The results show that the global QMR method is less time-consuming than the global GMRES （generalized minimal residual） and block GMRES methods in some cases.展开更多
The seed method is used for solving multiple linear systems A (i)x (i) =b (i) for 1≤i≤s, where the coefficient matrix A (i) and the right-hand side b (i) are different in general. It is known that the CG meth...The seed method is used for solving multiple linear systems A (i)x (i) =b (i) for 1≤i≤s, where the coefficient matrix A (i) and the right-hand side b (i) are different in general. It is known that the CG method is an effective method for symmetric coefficient matrices A (i). In this paper, the FOM method is employed to solve multiple linear sy stems when coefficient matrices are non-symmetric matrices. One of the systems is selected as the seed system which generates a Krylov subspace, then the resi duals of other systems are projected onto the generated Krylov subspace to get t he approximate solutions for the unsolved ones. The whole process is repeated u ntil all the systems are solved.展开更多
We consider using seed projection methods for solving unsymmetric shifted systems with multiple right-hand sides (A - σjI)x^(j) = b^(j) for 1 ≤ j ≤ p. The methods use a single Krylov subspace corresponding to a see...We consider using seed projection methods for solving unsymmetric shifted systems with multiple right-hand sides (A - σjI)x^(j) = b^(j) for 1 ≤ j ≤ p. The methods use a single Krylov subspace corresponding to a seed system as a generator of approximations to the nonseed systems. The residual evaluates of the methods are given. Finally, numerical results are reported to illustrate the effectiveness of the methods.展开更多
In 1994, O’leary and Yeremin extended the quasi-Newton method for minimizing a collection of functions with a common Hessian matrix to the block version,and discussed some algebraic properties of this block quasi-New...In 1994, O’leary and Yeremin extended the quasi-Newton method for minimizing a collection of functions with a common Hessian matrix to the block version,and discussed some algebraic properties of this block quasi-Newton method. In thispaper, we derive compact representations of the block BFGS’s updating matrices.These representations allow us to efficiently implement limited memory methods,e.g., the limited memory BFGS method, for minimizing a collection of functionswith a common Hessian matrix. The method relieves the requirement for the storage counts and has the savings in the operation counts, in particular, for large scaleproblems. The numerical experiments for the multiple unconstrained optimizationproblems show that the method works efficiently. Compared with O’Leary’s multiple version of BFGS method, our multiple version of the limited memory BFGSmethod is more efficient in the total operation counts and the storage counts.展开更多
文摘In this paper, a generalized block Broyden’s method is presented for solvinga collection of overdetermined equations. We have proven that for the p linear overdetermined equations with a m×n coefficient matrix, the method is terminated with the p least squared solutions after 2m/p steps at most, and two numerical examples are given.
文摘In this paper, we extend the alternate Broyden's method to the multiple version fbi solving lincar leastsquarc systems with multiple right-hand sides. We show that the method possesses property of a finite tcrmination.Some numerical cxperiments are gi von to inustrate the effectiveness of the method.
基金Project supported by the National Natural Science Foundation of China(Grant No.10271075)the Science and Technology Developing Foundation of University in Shanghai,China(Grant No.02AK41)
文摘In this paper, a global quasi-minimal residual （QMR） method was presented for solving the Sylvester equations. Some properties were investigated with a new matrix product for the global QMR method. Numerical results with the global QMR and GMRES methods compared with the block GMRES method were given. The results show that the global QMR method is less time-consuming than the global GMRES （generalized minimal residual） and block GMRES methods in some cases.
基金Project supported by the National Natural Science Foundation of China (Grant No.10271075)
文摘The seed method is used for solving multiple linear systems A (i)x (i) =b (i) for 1≤i≤s, where the coefficient matrix A (i) and the right-hand side b (i) are different in general. It is known that the CG method is an effective method for symmetric coefficient matrices A (i). In this paper, the FOM method is employed to solve multiple linear sy stems when coefficient matrices are non-symmetric matrices. One of the systems is selected as the seed system which generates a Krylov subspace, then the resi duals of other systems are projected onto the generated Krylov subspace to get t he approximate solutions for the unsolved ones. The whole process is repeated u ntil all the systems are solved.
文摘We consider using seed projection methods for solving unsymmetric shifted systems with multiple right-hand sides (A - σjI)x^(j) = b^(j) for 1 ≤ j ≤ p. The methods use a single Krylov subspace corresponding to a seed system as a generator of approximations to the nonseed systems. The residual evaluates of the methods are given. Finally, numerical results are reported to illustrate the effectiveness of the methods.
文摘In 1994, O’leary and Yeremin extended the quasi-Newton method for minimizing a collection of functions with a common Hessian matrix to the block version,and discussed some algebraic properties of this block quasi-Newton method. In thispaper, we derive compact representations of the block BFGS’s updating matrices.These representations allow us to efficiently implement limited memory methods,e.g., the limited memory BFGS method, for minimizing a collection of functionswith a common Hessian matrix. The method relieves the requirement for the storage counts and has the savings in the operation counts, in particular, for large scaleproblems. The numerical experiments for the multiple unconstrained optimizationproblems show that the method works efficiently. Compared with O’Leary’s multiple version of BFGS method, our multiple version of the limited memory BFGSmethod is more efficient in the total operation counts and the storage counts.
