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总览 评价 荆燕飞 1, , 袁佩 2, , 黄廷祝 1, ( 1、 电子科技大学数学科学学院,成都 611731 ; 2、 中国科学院计算技术研究所,北京 100190; ) 摘要: 本文给出一种 simpler GMRES 方法的变型方法,用于求解移位线性系统 (SGMRES-Sh),该方法具有 simple
荆燕飞1,, 袁佩2,, 黄廷祝1,
(
1、 电子科技大学数学科学学院,成都 611731 ; 2、 中国科学院计算技术研究所,北京 100190; )
摘要:
本文给出一种 simpler GMRES 方法的变型方法,用于求解移位线性系统 (SGMRES-Sh),该方法具有 simpler GMRES 方法优于常规 GMRES 方法的优点。由于 simpler GMRES 方法和 GMRES 方法构造线性系统残量的方式不同,所以GMRES-Sh采用的措施不再适用于SGMRES-Sh。因此,我们选择一种策略,使得附加系统的残量正交于在用simpler GMRES方法求解种子系统时,种子系统残量所正交的子空间。此外,采用一种种子选择策略来求解剩余非收敛线性系统。而且,为了改进 SGMRES-Sh 的稳定性,基于 Adaptive Simpler GMRES 方法采用的 Krylov 子空间自适应选取技术,提出了自适应的 SGMRES-Sh 方法。数值试验表明所提方法的优势。
关键词:
计算数学;Simpler GMRES 方法;自适应 Simpler GMRES;移位线性系统;SGMRES-Sh方法;GMRES-Sh方法;种子选取策略。
JING Yan-Fei1,, YUAN Pei2,, HUANG Ting-Zhu1,
(
1、 School of Mathematical Sciences/Institute of Computational Science, University of Electronic Science and Technology of China, Chengdu 611731 ; 2、 Institute of Computing Technology, Chinese Academy of Sciences, Beijing 100190; )
Abstract:
A variant of the simpler GMRES method is developed for solving shifted linear systems (SGMRES-Sh), exhibiting almost the same advantage of the simpler GMRES method over the regular GMRES method.Because the remedy adapted by GMRES-Sh is no longer feasible for SGMRES-Sh due to the differences between simpler GMRES and GMRES for constructing the residual vectors of linear systems,we take an alternative strategy to force the residual vectors of the add system also be orthogonal to the subspaces, to which the residual vectors of the seed system are orthogonal when the seed system is solved with the simpler GMRES method. In addition, a seed selection strategy is also employed for solving the rest non-converged linear systems.Furthermore, an adaptive version of SGMRES-Sh is presented for the purpose of improving the stability of SGMRES-Sh based on the technique of the adaptive choice of the Krylov subspace basis developed for the Adaptive Simpler GMRES.Numerical experiments demonstrate the benefits of the presented methods.
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