Optimum parameter for the SOR-like method for augmented systems
文献类型：期刊论文
| 作者 | Li ZJ(李长军); Li, Z; Shao, XH; Nie YY(聂义勇); Evans, DJ |
| 刊名 | INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS
 |
| 出版日期 | 2004 |
| 卷号 | 81期号:6页码:749-763 |
| 关键词 | SOR method SOR-like method GSOR method saddle point problem augmented system iterative method optimum parameter |
| ISSN号 | 0020-7160 |
| 产权排序 | 1 |
| 中文摘要 | Recently, several proposals for the generalization of Young's SOR method to the saddle point problem or the augmented system has been presented. One of the most practical versions is the SOR-like method given by Golub et al. , [(2001). SOR-like methods for augmented systems. BIT , 41 , 71-85.], where the convergence and the determination of its optimum parameters were given. In this article, a full characterization of the spectral radius of the SOR-like iteration matrix is given, and an explicit expression for the optimum parameter is given in each case. The new results also lead to different results to that of Golub et al. Besides, it is shown that by the choices of the preconditioning matrix, the optimum SOR-like iteration matrix has no complex eigenvalues, therefore, it can be accelerated by semi-iterative methods. |
| WOS标题词 | Science & Technology ; Physical Sciences |
| 类目[WOS] | Mathematics, Applied |
| 研究领域[WOS] | Mathematics |
| 关键词[WOS] | SADDLE-POINT PROBLEMS |
| 收录类别 | SCI ; EI |
| 语种 | 英语 |
| WOS记录号 | WOS:000222350500010 |
| 公开日期 | 2012-05-29 |
| 源URL | [http://ir.sia.cn/handle/173321/6910]  |
| 专题 | 沈阳自动化研究所_工业信息学研究室_工业控制系统研究室 |
| 推荐引用方式 GB/T 7714 | Li ZJ,Li, Z,Shao, XH,et al. Optimum parameter for the SOR-like method for augmented systems[J]. INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS,2004,81(6):749-763. |
| APA | Li ZJ,Li, Z,Shao, XH,Nie YY,&Evans, DJ.(2004).Optimum parameter for the SOR-like method for augmented systems.INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS,81(6),749-763. |
| MLA | Li ZJ,et al."Optimum parameter for the SOR-like method for augmented systems".INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS 81.6(2004):749-763. |
入库方式： OAI收割
来源：沈阳自动化研究所
浏览0
下载0
收藏0
其他版本
除非特别说明，本系统中所有内容都受版权保护，并保留所有权利。