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反厄米特型Toeplitz线性方程组的反厄米特循环预处理子(英文)

Skew Hermitian Circulant Preconditioners for Skew Hermitian Type Toeplitz Linear Systems
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摘要 本文主要研究了带位移的反厄米特型Toeplitz线性方程组A n x=b的一个新的反厄米特循环预处理子C n,其中矩阵A n的元素是函数f(θ)=a0+ig(θ)的傅里叶系数.如果g(θ)是Wiener类实值函数,则矩阵C n非奇异;且当n足够大时,矩阵(C n-1A n)*(C n-1A n)的谱以1为聚点.数值实验进一步显示了我们的预处理子是有效的. In this paper we propose a new skew hermitian circulant preconditioner Cn for solving skew hermitian type Toeplitz linear systems Anx = b. For a Toeplitz matrix An whoso entries are the Fourier coefficients of function f(θ) = ao + ig( θ), where g(θ) is a real-valued function in the Wiener class, we show that Cn is nonsingular and the spec-trum of the matrix (Cn^-1An ) · (Cn^-1An ) clusters around one when n is sufficiently large. Numerical experiments fur-ther demonstrate the effectiveness of our preconditioners.
出处 《数学理论与应用》 2013年第2期29-33,共5页 Mathematical Theory and Applications
基金 Supported by the National Natural Science Foundation of China under Grant No.10771022
关键词 线性方程组 反厄米特型Toeplitz矩阵 循环矩阵 预处理子 共轭梯度法 Linear Systems Skew Hermitian Type Toeplitz Matrix Circulant Matrix Preconditioner Conju-gate Gradient Method
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参考文献4

  • 1R. H. Chan and X. Q. Jin, Circulant and skew - circulant preconditioners for skew Hermitian type Toeplitz systems, BIT, 31 (1991) pp. 632-646.
  • 2X. Q. Jin, Preconditioning Techniques for Toeplitz Systems, Higher Education Press, Beijing, (2010).
  • 3G. H. Golub and C. Van Loan, Matrix Computations, The Johns Hopkins University Press, Maryland, (1983).
  • 4R. H. Chan and M. K. Ng, Conjugate gradient methods for Toeplitz systems, SIAM Rev. 38 (1996)pp.427.

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