中国科学院机构知识库网格
Chinese Academy of Sciences Institutional Repositories Grid
A Non-Krylov Subspace Method for Solving Large and Sparse Linear System of Equations

文献类型:期刊论文

作者Peng, Wujian1; Lin, Qun2
刊名NUMERICAL MATHEMATICS-THEORY METHODS AND APPLICATIONS
出版日期2016-05-01
卷号9期号:2页码:289-314
关键词Iterative method accumulated projection Krylov subspace
ISSN号1004-8979
DOI10.4208/nmtma.2016.y14014
英文摘要Most current prevalent iterative methods can be classified into the so-called extended Krylov subspace methods, a class of iterative methods which do not fall into this category are also proposed in this paper. Comparing with traditional Krylov subspace methods which always depend on the matrix-vector multiplication with a fixed matrix, the newly introduced methods (the so-called (progressively) accumulated projection methods, or AP (PAP) for short) use a projection matrix which varies in every iteration to form a subspace from which an approximate solution is sought. More importantly an accelerative approach (called APAP) is introduced to improve the convergence of PAP method. Numerical experiments demonstrate some surprisingly improved convergence behavior. Comparison between benchmark extended Krylov subspace methods (Block Jacobi and GMRES) are made and one can also see remarkable advantage of APAP in some examples. APAP is also used to solve systems with extremely ill-conditioned coefficient matrix (the Hilbert matrix) and numerical experiments shows that it can bring very satisfactory results even when the size of system is up to a few thousands.
WOS研究方向Mathematics
语种英语
WOS记录号WOS:000377119800007
出版者CAMBRIDGE UNIV PRESS
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/22843]  
专题计算数学与科学工程计算研究所
通讯作者Peng, Wujian
作者单位1.Zhaoqing Univ, Dept Math & Stats Sci, Zhaoqing 526061, Peoples R China
2.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100081, Peoples R China
推荐引用方式
GB/T 7714
Peng, Wujian,Lin, Qun. A Non-Krylov Subspace Method for Solving Large and Sparse Linear System of Equations[J]. NUMERICAL MATHEMATICS-THEORY METHODS AND APPLICATIONS,2016,9(2):289-314.
APA Peng, Wujian,&Lin, Qun.(2016).A Non-Krylov Subspace Method for Solving Large and Sparse Linear System of Equations.NUMERICAL MATHEMATICS-THEORY METHODS AND APPLICATIONS,9(2),289-314.
MLA Peng, Wujian,et al."A Non-Krylov Subspace Method for Solving Large and Sparse Linear System of Equations".NUMERICAL MATHEMATICS-THEORY METHODS AND APPLICATIONS 9.2(2016):289-314.

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来源:数学与系统科学研究院

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