arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2210.03356math.NAcs.NA
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基于自适应滤波技术的矩阵符号函数的两种迭代算法

Two Iterative algorithms for the matrix sign function based on the adaptive filtering technology

Feng Wu, Keqi Ye, Li Zhu, Yueling Zhao, Jiqiang Hu, Wanxie Zhong

摘要:

本文将滤波算法分别与牛顿法和牛顿-舒尔茨法相结合,提出了两种计算大型稀疏矩阵符号函数的新算法。通过对迭代过程中误差扩散的理论分析,设计了一种自适应滤波阈值,可以保证滤波对迭代过程和计算结果的影响很小。数值实验与我们的理论分析一致,表明我们的方法的计算效率远优于牛顿法和牛顿-舒尔茨法,计算误差与两种方法在同一数量级。

英文摘要:

In this paper, two new efficient algorithms for calculating the sign function of the large-scale sparse matrix are proposed by combining filtering algorithm with Newton method and Newton Schultz method respectively. Through the theoretical analysis of the error diffusion in the iterative process, we designed an adaptive filtering threshold, which can ensure that the filtering has little impact on the iterative process and the calculation result. Numerical experiments are consistent with our theoretical analysis, which shows that the computational efficiency of our method is much better than that of Newton method and Newton Schultz method, and the computational error is of the same order of magnitude as that of the two methods.

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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