预条件的平方Smith法求解大型Sylvester矩阵方程OA北大核心CSCDCSTPCD
A preconditioned squared Smith algorithm for large Sylvester matrix equations
提出了一种预条件的平方Smith算法求解大型连续Sylvester矩阵方程,该算法利用交替方向隐式迭代(ADI)来构造预条件算子,将原方程转换为非对称Stein方程,并在Krylov子空间中应用平方Smith法迭代产生低秩逼近解.数值实验表明,与已知的Jacobi迭代法等算法相比,该算法有更好的迭代效率和收敛精度.
We propose a preconditioned squared Smith algorithm to solve large scale continuous-time Sylvester matrix equations.We firstly construct a preconditioner by using the alternating directional implicit (ADI) iteration,and transform the original equation to an equivalent non-symmetric Stein matrix equation.Then we apply the squared Smith algorithm to generate the low-rank approximation form with a Krylov subspace.Numerical experiments show that the algorithm ha…查看全部>>
蔡兆克;鲍亮;徐冬梅
华东理工大学理学院,上海200237华东理工大学理学院,上海200237华东理工大学理学院,上海200237
数理科学
平方Smith算法Sylvester方程ADI预条件算子Krylov子空间
squared Smith algorithmSylvester equationaltermating directional implicit (ADI)preconditionerKrylov subspace
《计算机工程与科学》 2017 (8)
1425-1430,6
中央高校基本科研业务费专项资金
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