In this paper, the asynchronous versions of classical iterative methods for solving linear systems of equations are considered. Sufficient conditions for convergence of asynchronous relaxed processes are given for H-m...In this paper, the asynchronous versions of classical iterative methods for solving linear systems of equations are considered. Sufficient conditions for convergence of asynchronous relaxed processes are given for H-matrix by which nor only the requirements of [3] on coefficient matrix are lowered, but also a larger region of convergence than that in [3] is obtained.展开更多
The preconditioned methods for solving linear system are discussed. The convergence rate of accelerated overrelaxation (AOR) method can be enlarged by using the preconditioned method when the classical AOR method conv...The preconditioned methods for solving linear system are discussed. The convergence rate of accelerated overrelaxation (AOR) method can be enlarged by using the preconditioned method when the classical AOR method converges, and the preconditioned method is invalid when the classical iterative method does not converge. The results in corresponding references are improved and perfected.展开更多
In this paper, a new iterative solution method is proposed for solving multiple linear systems A(i)x(i)=b(i), for 1≤ i ≤ s, where the coefficient matrices A(i) and the right-hand sides b(i) are arbitrary in general....In this paper, a new iterative solution method is proposed for solving multiple linear systems A(i)x(i)=b(i), for 1≤ i ≤ s, where the coefficient matrices A(i) and the right-hand sides b(i) are arbitrary in general. The proposed method is based on the global least squares (GL-LSQR) method. A linear operator is defined to connect all the linear systems together. To approximate all numerical solutions of the multiple linear systems simultaneously, the GL-LSQR method is applied for the operator and the approximate solutions are obtained recursively. The presented method is compared with the well-known LSQR method. Finally, numerical experiments on test matrices are presented to show the efficiency of the new method.展开更多
Iterative methods that take advantage of efficient block operations and block communications are popular research topics in parallel computation. These methods are especially important on Massively Parallel Processors...Iterative methods that take advantage of efficient block operations and block communications are popular research topics in parallel computation. These methods are especially important on Massively Parallel Processors (MPP). This paper presents a block variant of the GMRES method for solving general unsymmetric linear systems. It is shown that the new algorithm with block size s, denoted by BVGMRES(s,m), is theoretically equivalent to the GMRES(s. m) method. The numerical results show that this algorithm can be more efficient than the standard GMRES method on a cache based single CPU computer with optimized BLAS kernels. Furthermore, the gain in efficiency is more significant on MPPs due to both efficient block operations and efficient block data communications. Our numerical results also show that in comparison to the standard GMRES method, the more PEs that are used on an MPP, the more efficient the BVGMRES(s,m) algorithm is.展开更多
The symmetric linear system gives us many simplifications and a possibility to adapt the computations to the computer at hand in order to achieve better performance. The aim of this paper is to consider the block bidi...The symmetric linear system gives us many simplifications and a possibility to adapt the computations to the computer at hand in order to achieve better performance. The aim of this paper is to consider the block bidiagonalization methods derived from a symmetric augmented multiple linear systems and make a comparison with the block GMRES and block biconjugate gradient methods.展开更多
A class of general inverse matrix techniques based on adaptive algorithmic modelling methodologies is derived yielding iterative methods for solving unsymmetric linear systems of irregular structure arising in complex...A class of general inverse matrix techniques based on adaptive algorithmic modelling methodologies is derived yielding iterative methods for solving unsymmetric linear systems of irregular structure arising in complex computational problems in three space dimensions. The proposed class of approximate inverse is chosen as the basis to yield systems on which classic and preconditioned iterative methods are explicitly applied. Optimized versions of the proposed approximate inverse are presented using special storage (k-sweep) techniques leading to economical forms of the approximate inverses. Application of the adaptive algorithmic methodologies on a characteristic nonlinear boundary value problem is discussed and numerical results are given.展开更多
This paper gives the truncated version of the Minpert method:the incomplete minimum perturbation algorithm(IMinpert).It is based on an incomplete orthogonal- ization of the Krylov vectors in question,and gives a quasi...This paper gives the truncated version of the Minpert method:the incomplete minimum perturbation algorithm(IMinpert).It is based on an incomplete orthogonal- ization of the Krylov vectors in question,and gives a quasi-minimum backward error solution over the Krylov subspace.In order to make the practical implementation of IMinpert easy and convenient,we give another approximate version of the IMinpert method:A-IMinpert.Theoretical properties of the latter algorithm are discussed.Nu- merical experiments are reported to show the proposed method is effective in practice and is competitive with the Minpert algorithm.展开更多
The concept of the field of value to localize the spectrum of the iteration matrices of the skew-symmetric iterative methods is further exploited. Obtained formulas are derived to relate the fields of values of the or...The concept of the field of value to localize the spectrum of the iteration matrices of the skew-symmetric iterative methods is further exploited. Obtained formulas are derived to relate the fields of values of the original matrix and the iteration matrix. This allows us to determine theoretically that indefinite nonsymmetric linear systems can be solved by this class of iterative methods.展开更多
It was proved numerically that the Domain Decomposition Method CDDM) with one layer overlapping grids is identical to the block iterative method of linear algebra equations. The results obtained by using DDM could be ...It was proved numerically that the Domain Decomposition Method CDDM) with one layer overlapping grids is identical to the block iterative method of linear algebra equations. The results obtained by using DDM could be in reasonable agreement with the results of full-domain simulation. With the three dimensional solver developed by the authors, the flow field in a pipe was simulated by using the full-domain DDM with one layer overlapping grids and with patched grids respectively. Both of the two cases led to the convergent solution. Further research shows the superiority of the DDM with one layer overlapping grids to the DDM with patched grids. A comparison between the numerical results obtained by the authors and the experimental results given by Enayet[3] shows that the numerical results are reasonable.展开更多
An iterative learning control algorithm based on shifted Legendre orthogonal polynomials is proposed to address the terminal control problem of linear time-varying systems. First, the method parameterizes a linear tim...An iterative learning control algorithm based on shifted Legendre orthogonal polynomials is proposed to address the terminal control problem of linear time-varying systems. First, the method parameterizes a linear time-varying system by using shifted Legendre polynomials approximation. Then, an approximated model for the linear time-varying system is deduced by employing the orthogonality relations and boundary values of shifted Legendre polynomials. Based on the model, the shifted Legendre polynomials coefficients of control function are iteratively adjusted by an optimal iterative learning law derived. The algorithm presented can avoid solving the state transfer matrix of linear time-varying systems. Simulation results illustrate the effectiveness of the proposed method.展开更多
The Modified Hermitian and skew-Hermitian splitting (MHSS) iteration method was presented and studied by Bai, Benzi and Chen (Computing, 87(2010), 93-111) for solving a class of complex symmetric linear systems....The Modified Hermitian and skew-Hermitian splitting (MHSS) iteration method was presented and studied by Bai, Benzi and Chen (Computing, 87(2010), 93-111) for solving a class of complex symmetric linear systems. In this paper, using the properties of Toeplitz matrix, we propose a class of structured MHSS iteration methods for solving the complex Toeplitz linear system. Theoretical analysis shows that the structured MHSS iteration method is unconditionally convergent to the exact solution. When the MHSS iteration method is used directly to complex symmetric Toeplitz linear systems, the computational costs can be considerately reduced by use of Toeplitz structure. Finally, numerical ex- periments show that the structured MHSS iteration method and the structured MHSS preconditioner are efficient for solving the complex Toeplitz linear system.展开更多
This paper extendes the results by E.M. Kasenally([7]) on a Generalized Minimum Backward Error Algorithm for nonsymmetric linear systems Ax = b to the problem in which pertubations are simultaneously permitted on A an...This paper extendes the results by E.M. Kasenally([7]) on a Generalized Minimum Backward Error Algorithm for nonsymmetric linear systems Ax = b to the problem in which pertubations are simultaneously permitted on A and b. The approach adopted by Kasenally has been to view the approximate solution as the exact solution to a perturbed linear system in which changes are permitted to the matrix A only. The new method introduced in this paper is a Krylov subspace iterative method which minimizes the norm of the perturbations to both the observation vector b and the data matrix A and has better performance than the Kasenally's method and the restarted GMRES method([12]). The minimization problem amounts to computing the smallest singular value and the corresponding right singular vector of a low-order upper-Hessenberg matrix. Theoratical properties of the algorithm are discussed and practical implementation issues are considered. The numerical examples are also given.展开更多
In this contribution we analyse some fundamental features of an iterative method to solve systems of linear equations, following the approve introduced in a previous work[l]. Such questions range from optimal paramete...In this contribution we analyse some fundamental features of an iterative method to solve systems of linear equations, following the approve introduced in a previous work[l]. Such questions range from optimal parameters and initial conditions to comparison with other methods. An interesting result is that a priori we can give an estimation of the number of iterations to get a given accuracy.展开更多
Traditional methods for solving linear systems have quickly become imprac-tical due to an increase in the size of available data.Utilizing massive amounts of data is further complicated when the data is incomplete or ...Traditional methods for solving linear systems have quickly become imprac-tical due to an increase in the size of available data.Utilizing massive amounts of data is further complicated when the data is incomplete or has missing entries.In this work,we address the obstacles presented when working with large data and incom-plete data simultaneously.In particular,we propose to adapt the Stochastic Gradient Descent method to address missing data in linear systems.Our proposed algorithm,the Stochastic Gradient Descent for Missing Data method(mSGD),is introduced and theoretical convergence guarantees are provided.In addition,we include numerical experiments on simulated and real world data that demonstrate the usefulness of our method.展开更多
For solving nonlinear and transcendental equation f(x)=0 , a singnificant improvement on Newton's method is proposed in this paper. New “Newton Like” methods are founded on the basis of Liapunov's methods...For solving nonlinear and transcendental equation f(x)=0 , a singnificant improvement on Newton's method is proposed in this paper. New “Newton Like” methods are founded on the basis of Liapunov's methods of dynamic system. These new methods preserve quadratic convergence and computational efficiency of Newton's method, and remove the monotoneity condition imposed on f(x):f′(x)≠0 .展开更多
We propose a continuous analogy of Newton’s method with inner iteration for solving a system of linear algebraic equations. Implementation of inner iterations is carried out in two ways. The former is to fix the numb...We propose a continuous analogy of Newton’s method with inner iteration for solving a system of linear algebraic equations. Implementation of inner iterations is carried out in two ways. The former is to fix the number of inner iterations in advance. The latter is to use the inexact Newton method for solution of the linear system of equations that arises at each stage of outer iterations. We give some new choices of iteration parameter and of forcing term, that ensure the convergence of iterations. The performance and efficiency of the proposed iteration is illustrated by numerical examples that represent a wide range of typical systems.展开更多
文摘In this paper, the asynchronous versions of classical iterative methods for solving linear systems of equations are considered. Sufficient conditions for convergence of asynchronous relaxed processes are given for H-matrix by which nor only the requirements of [3] on coefficient matrix are lowered, but also a larger region of convergence than that in [3] is obtained.
文摘The preconditioned methods for solving linear system are discussed. The convergence rate of accelerated overrelaxation (AOR) method can be enlarged by using the preconditioned method when the classical AOR method converges, and the preconditioned method is invalid when the classical iterative method does not converge. The results in corresponding references are improved and perfected.
文摘In this paper, a new iterative solution method is proposed for solving multiple linear systems A(i)x(i)=b(i), for 1≤ i ≤ s, where the coefficient matrices A(i) and the right-hand sides b(i) are arbitrary in general. The proposed method is based on the global least squares (GL-LSQR) method. A linear operator is defined to connect all the linear systems together. To approximate all numerical solutions of the multiple linear systems simultaneously, the GL-LSQR method is applied for the operator and the approximate solutions are obtained recursively. The presented method is compared with the well-known LSQR method. Finally, numerical experiments on test matrices are presented to show the efficiency of the new method.
文摘Iterative methods that take advantage of efficient block operations and block communications are popular research topics in parallel computation. These methods are especially important on Massively Parallel Processors (MPP). This paper presents a block variant of the GMRES method for solving general unsymmetric linear systems. It is shown that the new algorithm with block size s, denoted by BVGMRES(s,m), is theoretically equivalent to the GMRES(s. m) method. The numerical results show that this algorithm can be more efficient than the standard GMRES method on a cache based single CPU computer with optimized BLAS kernels. Furthermore, the gain in efficiency is more significant on MPPs due to both efficient block operations and efficient block data communications. Our numerical results also show that in comparison to the standard GMRES method, the more PEs that are used on an MPP, the more efficient the BVGMRES(s,m) algorithm is.
基金The research of this author was supported by the National Natural Science Foundation of China,the JiangsuProvince Natural Science Foundation,the Jiangsu Province"333Engineering" Foundation and the Jiangsu Province"Qinglan Engineering" Foundation
文摘The symmetric linear system gives us many simplifications and a possibility to adapt the computations to the computer at hand in order to achieve better performance. The aim of this paper is to consider the block bidiagonalization methods derived from a symmetric augmented multiple linear systems and make a comparison with the block GMRES and block biconjugate gradient methods.
文摘A class of general inverse matrix techniques based on adaptive algorithmic modelling methodologies is derived yielding iterative methods for solving unsymmetric linear systems of irregular structure arising in complex computational problems in three space dimensions. The proposed class of approximate inverse is chosen as the basis to yield systems on which classic and preconditioned iterative methods are explicitly applied. Optimized versions of the proposed approximate inverse are presented using special storage (k-sweep) techniques leading to economical forms of the approximate inverses. Application of the adaptive algorithmic methodologies on a characteristic nonlinear boundary value problem is discussed and numerical results are given.
文摘This paper gives the truncated version of the Minpert method:the incomplete minimum perturbation algorithm(IMinpert).It is based on an incomplete orthogonal- ization of the Krylov vectors in question,and gives a quasi-minimum backward error solution over the Krylov subspace.In order to make the practical implementation of IMinpert easy and convenient,we give another approximate version of the IMinpert method:A-IMinpert.Theoretical properties of the latter algorithm are discussed.Nu- merical experiments are reported to show the proposed method is effective in practice and is competitive with the Minpert algorithm.
文摘The concept of the field of value to localize the spectrum of the iteration matrices of the skew-symmetric iterative methods is further exploited. Obtained formulas are derived to relate the fields of values of the original matrix and the iteration matrix. This allows us to determine theoretically that indefinite nonsymmetric linear systems can be solved by this class of iterative methods.
文摘It was proved numerically that the Domain Decomposition Method CDDM) with one layer overlapping grids is identical to the block iterative method of linear algebra equations. The results obtained by using DDM could be in reasonable agreement with the results of full-domain simulation. With the three dimensional solver developed by the authors, the flow field in a pipe was simulated by using the full-domain DDM with one layer overlapping grids and with patched grids respectively. Both of the two cases led to the convergent solution. Further research shows the superiority of the DDM with one layer overlapping grids to the DDM with patched grids. A comparison between the numerical results obtained by the authors and the experimental results given by Enayet[3] shows that the numerical results are reasonable.
基金Supported by National Natural Science Foundation of P. R. China (60474049)
文摘An iterative learning control algorithm based on shifted Legendre orthogonal polynomials is proposed to address the terminal control problem of linear time-varying systems. First, the method parameterizes a linear time-varying system by using shifted Legendre polynomials approximation. Then, an approximated model for the linear time-varying system is deduced by employing the orthogonality relations and boundary values of shifted Legendre polynomials. Based on the model, the shifted Legendre polynomials coefficients of control function are iteratively adjusted by an optimal iterative learning law derived. The algorithm presented can avoid solving the state transfer matrix of linear time-varying systems. Simulation results illustrate the effectiveness of the proposed method.
基金Acknowledgments. The work was supported by State Key Laboratory of Scientific/Engineer- ing Computing, Chinese Academy of Sciences The International Science and Technology Co- operation Program of China under Grant 2010DFA14700 The Natural Science Foundation of China (NSFC) under Grant 11071192, P.R. China.
文摘The Modified Hermitian and skew-Hermitian splitting (MHSS) iteration method was presented and studied by Bai, Benzi and Chen (Computing, 87(2010), 93-111) for solving a class of complex symmetric linear systems. In this paper, using the properties of Toeplitz matrix, we propose a class of structured MHSS iteration methods for solving the complex Toeplitz linear system. Theoretical analysis shows that the structured MHSS iteration method is unconditionally convergent to the exact solution. When the MHSS iteration method is used directly to complex symmetric Toeplitz linear systems, the computational costs can be considerately reduced by use of Toeplitz structure. Finally, numerical ex- periments show that the structured MHSS iteration method and the structured MHSS preconditioner are efficient for solving the complex Toeplitz linear system.
基金Supported by National Natural Science Foundation of China (61273137, 51209026, 61074017), the Scientific Research Fund of Liaoning Provincial Education Department (L2013202), and the Fundamental Research Funds for the Central Universities (3132013037, 3132014047, 3132014321)
文摘This paper extendes the results by E.M. Kasenally([7]) on a Generalized Minimum Backward Error Algorithm for nonsymmetric linear systems Ax = b to the problem in which pertubations are simultaneously permitted on A and b. The approach adopted by Kasenally has been to view the approximate solution as the exact solution to a perturbed linear system in which changes are permitted to the matrix A only. The new method introduced in this paper is a Krylov subspace iterative method which minimizes the norm of the perturbations to both the observation vector b and the data matrix A and has better performance than the Kasenally's method and the restarted GMRES method([12]). The minimization problem amounts to computing the smallest singular value and the corresponding right singular vector of a low-order upper-Hessenberg matrix. Theoratical properties of the algorithm are discussed and practical implementation issues are considered. The numerical examples are also given.
基金This work has been partially supported by the Comision Interministerial de Ciencia y Tecnologa a of Spainunder grant PB98-0850
文摘In this contribution we analyse some fundamental features of an iterative method to solve systems of linear equations, following the approve introduced in a previous work[l]. Such questions range from optimal parameters and initial conditions to comparison with other methods. An interesting result is that a priori we can give an estimation of the number of iterations to get a given accuracy.
基金Needell was partially supported by NSF CAREER Grant No.1348721,NSF BIGDATA 1740325the Alfred P.Sloan Fellowship.Ma was supported in part by NSF CAREER Grant No.1348721,the CSRC Intellisis Fellowshipthe Edison Interna-tional Scholarship.
文摘Traditional methods for solving linear systems have quickly become imprac-tical due to an increase in the size of available data.Utilizing massive amounts of data is further complicated when the data is incomplete or has missing entries.In this work,we address the obstacles presented when working with large data and incom-plete data simultaneously.In particular,we propose to adapt the Stochastic Gradient Descent method to address missing data in linear systems.Our proposed algorithm,the Stochastic Gradient Descent for Missing Data method(mSGD),is introduced and theoretical convergence guarantees are provided.In addition,we include numerical experiments on simulated and real world data that demonstrate the usefulness of our method.
文摘For solving nonlinear and transcendental equation f(x)=0 , a singnificant improvement on Newton's method is proposed in this paper. New “Newton Like” methods are founded on the basis of Liapunov's methods of dynamic system. These new methods preserve quadratic convergence and computational efficiency of Newton's method, and remove the monotoneity condition imposed on f(x):f′(x)≠0 .
文摘We propose a continuous analogy of Newton’s method with inner iteration for solving a system of linear algebraic equations. Implementation of inner iterations is carried out in two ways. The former is to fix the number of inner iterations in advance. The latter is to use the inexact Newton method for solution of the linear system of equations that arises at each stage of outer iterations. We give some new choices of iteration parameter and of forcing term, that ensure the convergence of iterations. The performance and efficiency of the proposed iteration is illustrated by numerical examples that represent a wide range of typical systems.
基金supported by National Natural Science Foundation of China(61403254,61374039,61203143)Shanghai Pujiang Program(13PJ1406300)+2 种基金Natural Science Foundation of Shanghai City(13ZR1428500)Innovation Program of Shanghai Municipal Education Commission(14YZ083)Hujiang Foundation of China(C14002,B1402/D1402)