摘要
针对大型稀疏非对称正定线性方程组,本文提出了新的预处理GMRES方法,并分析了谱半径和最优参数α的选取.最后通过数值例子比较GMRES方法,HSS预处理和新的预处理GMRES方法,发现新的预处理方法具有更好的收敛率.
A new iterative method for solving a linear system with coefficient matrix being non- Hermitian positive definite is presented in this note. We analyze the spectral radius and the best possible choice of the parameter. Finally, numerical examples are given to compare GMRES method, preconditioned HSS method and the new preconditioned GMRES method, and show that the new preconditioned method has higher convergence rate.
出处
《数值计算与计算机应用》
CSCD
2014年第1期28-34,共7页
Journal on Numerical Methods and Computer Applications
基金
中国自然科学资金(11071184
11371275)
山西省自然科学资金(2010011006
2012011015-6)项目资助
关键词
非对称
预处理
迭代方法
分裂
收敛性
Non-Hermitian
proconditioner
iterative method
splitting
convergence
