删除或更新信息,请邮件至freekaoyan#163.com(#换成@)

求解加权线性最小二乘问题的一类预处理GAOR方法

本站小编 Free考研考试/2021-12-27

王丽1, 罗玉花2, 王广彬3
1. 西北师范大学数学与统计学院, 兰州 730070;
2. 兰州大学数学与统计学院, 兰州 730000;
3. 青岛农业大学数学系, 青岛 266109
收稿日期:2018-05-23出版日期:2020-02-15发布日期:2020-02-15
通讯作者:王广彬,E-mail:wguangbin750828@sina.com

基金资助:西北师范大学数学与统计学院大学生创新计划;山东高校科技计划(J16LI04).


A CLASS OF PRECONDITIONED GAOR METHODS FOR SOLVING WEIGHTED LINEAR LEAST-SQUARES PROBLEM

Wang Li1, Luo Yuhua2, Wang Guangbin3
1. College of Mathematics and Statistics, Northwest Normal University, LanZhou 730070, China;
2. College of Mathematics and Statistics, Lanzhou University, Lanzhou 730000, China;
3. Department of Mathematics, Qingdao Agricultural University, Qingdao 266109, China
Received:2018-05-23Online:2020-02-15Published:2020-02-15







摘要



编辑推荐
-->


为了快速求解一类来自加权线性最小二乘问题的2×2块线性系统,本文提出一类新的预处理子用以加速GAOR方法,也就是新的预处理GAOR方法.得到了一些比较结果,这些结果表明当GAOR方法收敛时,新方法比原GAOR方法和之前的一些预处理GAOR方法有更好的收敛性.而且,数值算例也验证了新预处理子的有效性.
MR(2010)主题分类:
65F10
65F15

分享此文:


()

[1] Berman A, Plemmoms R J. Nonnegative Matrices in the Mathematical Sciences[M]. Academic Press, New York, 1979.

[2] Chen K. Matrix Preconditioning Techniques and Applications. Cambridge University Press, 2005.

[3] Darvishi M T, Hessari P. On convergence of the generalized AOR method for linear systems with diagonally dominant coefficient matrices[J]. Appl. Math. Comput., 2006, 176:128-133.

[4] Hadjidimos A. Accelerated overrelaxation method[J]. Math. Comput., 1978, 32:149-157.

[5] Miao S X. On preconditioned GAOR methods for weighted linear least squares problems[J]. J. Comput. Anal. Appl., 2015, 18:371-382.

[6] Miao S X, Luo Y H, Wang G B. Two new preconditioned GAOR methods for weighted linear least squares problems[J]. Appl. Math. Comput., 2018, 324:93-104.

[7] Varga R S. Matrix Iterative Analysis[M]. Springer, Berlin, 2000.

[8] Shen H, Shao X, Zhang T. Preconditioned iterative methods for solving weighted linear least squares problems[J]. Appl. Math. Mech., 2012, 33(3):375-384.

[9] Wang G, Du Y, Tan F. Comparison results on preconditioned GAOR methods for weighted linear least squares problems[J]. J. Appl. Math., 2012, 9.

[10] Wang G, Wang T, Tan F. Some results on preconditioned GAOR methods[J]. Appl. Math. Comput., 2013, 219:5811-5816.

[11] Young D M. Iterative Solution of Large Linear Systems[M]. Academic Press, NewYork, 1971.

[12] Yuan J Y, Jin X Q, Convergence of the generalized AOR method[J]. Appl. Math. Comput., 1999, 99:35-46.

[13] Yuan J Y. Numerical methods for generalized least squares problem[J]. J. Comput. Appl. Math., 1996, 66:571-584.

[14] Yuan J Y, Iudem A N. SOR-type methods for generalized least squares problems[J]. Acta Math. Appl. Sin., 2000, 16:130-139.

[15] Yun J H. Comparison results on the preconditioned GAOR method for generalized least squares problems[J]. Int. J. Comput. Math., 2012, 89:2094-2105.

[16] Zhou X, Song Y, Wang L, Liu Q. Preconditioned GAOR methods for solving weighted linear least squares problems[J]. J. Comput.Appl. Math., 2009, 224:242-249.

[17] Huang Z G, Wang L G, Xu Z, Cui J J. Some new preconditioned generalized AOR methods for solving weighted linear least squares problems[J]. Comp. Appl. Math., 2018, 37:415-438.

[18] Huang Z G, Xu Z, Lu Q, Cui J J. Some new preconditioned generalized AOR methods for generalized least-squares problems[J]. Comp. Appl. Math., 2015, 269:87-104.

[19] Wu M J, Wang L, Song Y Z. Preconditioned AOR iterative method for linear systems[J]. Appl. Numer. Math., 2007, 57:672-685.

[1]曹阳, 陈莹婷. 正则化HSS预处理鞍点矩阵的特征值估计[J]. 计算数学, 2020, 42(1): 51-62.
[2]戴平凡, 李继成, 白建超. 解线性互补问题的预处理加速模Gauss-Seidel迭代方法[J]. 计算数学, 2019, 41(3): 308-319.
[3]任志茹. 三阶线性常微分方程Sinc方程组的结构预处理方法[J]. 计算数学, 2013, 35(3): 305-322.

--> -->
阅读次数
全文







摘要





Cited

Shared






PDF全文下载地址:

http://www.computmath.com/jssx/CN/article/downloadArticleFile.do?attachType=PDF&id=287
相关话题/数学 统计学院 计算 西北师范大学 系统