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arXiv 1705.02468math.NAcs.NA
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求解复对称线性方程组的两步尺度分裂法

Two-step scale-splitting method for solving complex symmetric system of linear equations

Faculty of Mathematical Sciences, University of Guilan(吉尔兰大学数学科学学院)

Davod Khojasteh Salkuyeh

AI总结:

本文提出一种求解复对称线性方程组的新两步迭代法TSCSP,基于Hezari等人提出的尺度分裂法,证明当W和T为正定矩阵时方法无条件收敛,并通过数值比较展示其有效性。

摘要:

基于Hezari等人在Numerical Algorithms 73 (2016) 927-955中提出的尺度分裂(SCSP)迭代方法,本文提出了一种新的两步迭代方法TSCSP,用于求解复对称线性方程组$(W+iT)x=b$,其中$W$和$T$分别为对称正定和对称半正定矩阵。证明当$W$和$T$为对称正定矩阵时,该方法无条件收敛。还计算了使迭代矩阵谱半径最小的参数最优值。通过与SCSP、MHSS、PMHSS和GSOR方法的数值比较,展示了该方法的有效性。

英文摘要:

Based on the Scale-Splitting (SCSP) iteration method presented by Hezari et al. in (A new iterative method for solving a class of complex symmetric system linear of equations, Numerical Algorithms 73 (2016) 927-955), we present a new two-step iteration method, called TSCSP, for solving the complex symmetric system of linear equations $(W+iT)x=b$, where $W$ and $T$ are symmetric positive definite and symmetric positive semidefinite matrices, respectively. It is shown that if the matrices $W$ and $T$ are symmetric positive definite, then the method is unconditionally convergent. The optimal value of the parameter, which minimizes the spectral radius of the iteration matrix is also computed. Numerical {comparisons} of the TSCSP iteration method with the SCSP, the MHSS, the PMHSS and the GSOR methods are given to illustrate the effectiveness of the method.

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。

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