数学理论与应用 ›› 2017, Vol. 37 ›› Issue (1): 1-6.

• •    下一篇

实对称正定Toeplitz矩阵的带位移的Sine预处理子

刘仲云1 ,吴念慈1 ,秦小蓉1 ,张育林2   

  1. 1.长沙理工大学数学与统计学院,湖南长沙,410004; 2.Minho大学数学中心,葡萄牙,4710-057

  • 出版日期:2017-03-30 发布日期:2020-09-24
  • 基金资助:

    国家自然科学基金资助项目(11371075)

The Shifted Sine Preconditioner for Real Symmetric Positive

Liu Zhongyun1 ,Wu Nianci 1 ,Qin Xiaorong1 ,Zhang Yulin2   

  1. 1.School of Mathematics and Statistics,Changsha University of Science and Technology,Changsha 410004,China; 2.Centro de Matema′tica,Universidade do Minho,4710-057Braga,Portugal

  • Online:2017-03-30 Published:2020-09-24

摘要: 本文研究了求解实对称正定Toeplitz线性方程组的预处理共轭梯度法.基于实对称Toeplitz矩阵都有一个三角变换分裂(TTS)的事实,我们提出了带位移的Sine预处理子TS,分析了预处理矩阵的谱性质,并讨论了每步迭代的计算复杂度.数值实验表明该预处理子比T.Chan预处理子[2]更有效.

关键词: Toeplitz矩阵, 三角变换分裂, 带位移的Sine预处理子, 预处理共轭梯度方法

Abstract:

This paper studies the solution of real symmetric positive definite Toeplitz matrices by the preconditioned conjugate gradient method.Based on the fact that the real symmetric Toeplitz matrix admits a triangular transform splitting(TTS),we propose the shifted Sine preconditioner TS,the spectral properties of the preconditioned matrix are analyzed,and the arithmetic complexity is discussed.The numerical experiments show that our preconditioner is more effective than T.Chan's preconditioner[2].

Key words: Toeplitz matrix, Triangular transform splitting, Shifted Sine preconditioner, PCG