arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 1503.02552math.NAcs.NA
收藏

极小多项式法与降秩外推法的关系

Minimal Polynomial and Reduced Rank Extrapolation Methods Are Related

Avram Sidi

摘要:

极小多项式外推(MPE)和降秩外推(RRE)是两种用于加速向量序列$\{{x}_m\}$收敛的多项式方法。它们被成功地应用于与固定点迭代计划在大型和稀疏系统的线性和非线性方程组的解决方案,在不同的科学和工程学科。这两种方法都产生$s_k$对$\{{x}_m\}$的极限或反极限的近似,对于某些标量$γ_i$,其形式为${s}_k=\sum^k_{i=0}γ_i{x}_i$和$\sum^k_{i=0}γ_i=1$。这两种方法的推导方式表明,它们可能在某种程度上相互关联;然而,到目前为止还没有探索过。在这项工作中,我们解决了这个问题,并表明,矢量$s_{k}^\text{MPE}$和$s_k^\text{RRE}$产生的两种方法是相关的,在一个以上的方式,并独立的方式生成的$x_m$。我们的一个结果表明,RRE停滞,在这个意义上说,${s}_k^\text{RRE}={s}_{k-1}^\text{RRE}$,当且仅当${s}_{k}^\text{MPE}$不存在。另一个结果表明,当${s}_{k}^\text{MPE}$存在时,对于一些分别仅依赖于${s}_k^\text{RRE}$、${s}_{k-1}^\text{RRE}$和${s}_{k}^\text{MPE}$的正标量$μ_k$、$μ_{k-1}$和$ν_k$,存在$$μ_k{s}_k^\text{RRE} = μ_{k-1}{s}_{k-1}^\text{RRE} + ν_k{s}_{k}^\text{MPE} \quad \text{with} \quad μ_k = μ_{k-1} + ν_k,$$。当MPE和RRE定义在任意的加权内积和由它导出的范数中时,我们的结果都是有效的,它们也包含了已知的关于Arnoldi方法和广义最小残差方法之间联系的结果,这两种方法是求解非奇异线性方程组的重要Krylov子空间方法.

英文摘要:

Minimal Polynomial Extrapolation (MPE) and Reduced Rank Extrapolation (RRE) are two polynomial methods used for accelerating the convergence of sequences of vectors $\{{x}_m\}$. They are applied successfully in conjunction with fixed-point iterative schemes in the solution of large and sparse systems of linear and nonlinear equations in different disciplines of science and engineering. Both methods produce approximations $s_k$ to the limit or antilimit of $\{{x}_m\}$ that are of the form ${s}_k=\sum^k_{i=0}γ_i{x}_i$ with $\sum^k_{i=0}γ_i=1$, for some scalars $γ_i$. The way the two methods are derived suggests that they might, somehow, be related to each other; this has not been explored so far, however. In this work, we tackle this issue and show that the vectors $s_{k}^\text{MPE}$ and $s_k^\text{RRE}$ produced by the two methods are related in more than one way, and independently of the way the $x_m$ are generated. One of our results states that RRE stagnates, in the sense that ${s}_k^\text{RRE}={s}_{k-1}^\text{RRE}$, if and only if ${s}_{k}^\text{MPE}$ does not exist. Another result states that, when ${s}_{k}^\text{MPE}$ exists, there holds $$μ_k{s}_k^\text{RRE} = μ_{k-1}{s}_{k-1}^\text{RRE} + ν_k{s}_{k}^\text{MPE} \quad \text{with} \quad μ_k = μ_{k-1} + ν_k,$$ for some positive scalars $μ_k$, $μ_{k-1}$, and $ν_k$ that depend only on ${s}_k^\text{RRE}$, ${s}_{k-1}^\text{RRE}$, and ${s}_{k}^\text{MPE}$, respectively. Our results are valid when MPE and RRE are defined in any weighted inner product and the norm induced by it. They also contain as special cases the known results pertaining to the connection between the method of Arnoldi and the method of generalized minimal residuals, two important Krylov subspace methods for solving nonsingular linear systems.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

↑