切比雪夫多项式加速SOR方法解决秩亏损的线性系统[EB/OL]
北京:中国科技论文在线
) 摘要: Miller and Neumann 提出SOR方法解决秩亏损线性最小二乘问题
本文用切比雪夫多项式加速SOR方法得到了 C-SOR 方法
首先, 在研究了SOR 方法后, 我们得到了 SOR 迭代矩阵松弛因子的区间
在此区间内, SOR 迭代矩阵无复特征值, 并且 C-SOR 方法收敛
我们用定理证明了 C-SOR 方法的收敛速度大于SOR 迭代法和相应的最优外推法(OE method)
数值例子证明我们的方法解决秩亏损的线性系统是有效的
关键词: SOR 迭代法; 切比雪夫多项式; 最优外推法; C-SOR方法
Bing Zheng
method
After studying the results of the SOR method, we obtain the interval of the relaxation parameter in which subproper SOR iteration matrix has no complex eigenvalues and the C-SOR method converge
We also give some theorems, which indicate that the C-SOR method has a faster rate of convergence than the SOR method and the corresponding optimum extrapolated method(OE)
A numerical example shows that our method is applicable and efficient for soving such rank deficient linear systems
Keywords: SOR method; Chebyshev polynomial; optimum extrapolated method(the OE method); C-SOR 下载PDF阅读器 PDF全文下载: 初稿 ( 314 ) 作者简介: 通信联系人: 【收录情况】 中国科技论文在线: 郑兵
for solving the rank deficient linear least squares problem, Linear Algebra Appl
88/89 (1987)] presented the successive overelaxation (SOR) method to solve the linear least squares problem
In this paper, we apply the Chebyshev polynomial to the SOR method and get the C-SOR
段利英 * ( 兰州大学数学与统计学院
) Abstract: Miller and Neumann [V
A
Miller and M
Neumann, Successive overrelaxation methods
总览 评价 郑兵
Liying Duan * ( Lanzhou University School of Mathematics and Statistics
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