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总览 评价 孟玲玲 1,* , 伍渝江 2, ( 1、 兰州大学数学与统计学院; 2、 兰州大学数学与统计学院 ; ) 摘要: 为了求解大型稀疏非Hermitian正定线性方程组,本文在NSS迭代法的基础上,提出了一种用广义的SOR加速NSS迭代法的思想(GSOR),理论分析表明,
孟玲玲1,*, 伍渝江2,
(
1、兰州大学数学与统计学院; 2、兰州大学数学与统计学院 ; )
摘要:
为了求解大型稀疏非Hermitian正定线性方程组,本文在NSS迭代法的基础上,提出了一种用广义的SOR加速NSS迭代法的思想(GSOR),理论分析表明,在一定条件下,GSOR 加速系统收敛于线性方程组的唯一解。数值算例证明了该广义逐次超松弛加速迭代系统的有效性。
关键词:
非Hermitian矩阵,分裂,Hermitian矩阵,Skew-Hermitian矩阵,广义逐次超松弛加速,加速方法
Meng Lingling*, Wu Yujiang
(
School of Mathematics and statistics, Lanzhou University; )
Abstract:
For solving large sparse non-Hermitian positive definite linear equations, Bai, Golub and NG studied an Hermitian and skew-Hermitian splitting methods(HSS). Bai, Golub and Michael K. Ng recently further generalize this technique to the normal and skew-Hermitian splitting methods (NSS) . In this paper, we present a generalized successive-overrelaxation (GSOR) acceleration scheme which involve two iteration parameters for the NSS iteration, specifically results in more generalized acceleration scheme for the NSS iteration. Theoretical determine the convergence domain of the GSOR acceleration scheme under the assumption that all the eigenvalues of the corresponding block Jacobi iteration matrix are real. A numerical example is used to show that the GSOR technique can significantly accelerate the convergence rate ofthe NSS or the HSS iteration method.
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