arXivDaily arXiv每日学术速递 周一至周五更新
arXiv周末暂无论文更新,休息一下吧,周末愉快~~
arXiv 2109.12249math.NAcs.NA
收藏

大型稀疏线性系高斯过程回归参数预测的通用交替方向隐式框架

A general alternating-direction implicit framework with Gaussian process regression parameter prediction for large sparse linear systems

Kai Jiang, Xuehong Su, Juan Zhang

摘要:

本文提出了一种高效的通用交替方向隐式(GADI)框架来求解大型稀疏线性系。讨论了GADI框架的收敛性。大多数现有的ADI方法可以被看作是特定的计划的开发框架。同时,GADI框架可以衍生出新的ADI方法。此外,由于算法的效率是敏感的分裂参数,我们提供了一个数据驱动的方法,高斯过程回归(GPR)方法的基础上贝叶斯推理,预测GADI框架的相对最优参数。探地雷达方法需要少量的训练数据集来学习回归预测映射,具有足够的精度和较高的泛化能力。它使我们能够有效地解决线性系与一次计算,并不需要任何重复的计算,以获得相对最佳的分裂参数。最后,我们使用三维对流-扩散方程和连续Sylvester矩阵方程来检验我们提出的方法的性能。数值结果表明,该框架比现有的ADI方法,如(不精确)厄米和斜厄米分裂类型的方法,其中获得相对最优的分裂参数的消耗被忽略,是快数万倍至数千倍。由于所发展的方法的效率,我们可以解决更大的线性系,这些现有的ADI方法还没有达到。

英文摘要:

This paper proposes an efficient general alternating-direction implicit (GADI) framework for solving large sparse linear systems. The convergence property of the GADI framework is discussed. Most of the existing ADI methods can be viewed as particular schemes of the developed framework. Meanwhile the GADI framework can derive new ADI methods. Moreover, as the algorithm efficiency is sensitive to the splitting parameters, we offer a data-driven approach, the Gaussian process regression (GPR) method based on the Bayesian inference, to predict the GADI framework's relatively optimal parameters. The GPR method requires a small training data set to learn the regression prediction mapping, which has sufficient accuracy and high generalization capability. It allows us to efficiently solve linear systems with a one-shot computation, and does not require any repeated computations to obtain relatively optimal splitting parameters. Finally, we use the three-dimensional convection-diffusion equation and continuous Sylvester matrix equation to examine the performance of our proposed methods. Numerical results demonstrate that the proposed framework is faster tens to thousands of times than the existing ADI methods, such as (inexact) Hermitian and skew-Hermitian splitting type methods in which the consumption of obtaining relatively optimal splitting parameters is ignored. Due to the efficiency of the developed methods, we can solve much larger linear systems which these existing ADI methods have been not reached.

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。

↑