In this paper,a two-step iteration method is established which can be viewed as a generalization of the existing modulus-based methods for vertical linear complementarity problems given by He and Vong(Appl.Math.Lett.1...In this paper,a two-step iteration method is established which can be viewed as a generalization of the existing modulus-based methods for vertical linear complementarity problems given by He and Vong(Appl.Math.Lett.134:108344,2022).The convergence analysis of the proposed method is established,which can improve the existing results.Numerical examples show that the proposed method is efficient with the two-step technique.展开更多
For the expected value formulation of stochastic linear complementarity problem, we establish modulus-based matrix splitting iteration methods. The convergence of the new methods is discussed when the coefficient matr...For the expected value formulation of stochastic linear complementarity problem, we establish modulus-based matrix splitting iteration methods. The convergence of the new methods is discussed when the coefficient matrix is a positive definite matrix or a positive semi-definite matrix, respectively. The advantages of the new methods are that they can solve the large scale stochastic linear complementarity problem, and spend less computational time. Numerical results show that the new methods are efficient and suitable for solving the large scale problems.展开更多
In this paper,by means of constructing the linear complementarity problems into the corresponding absolute value equation,we raise an iteration method,called as the nonlinear lopsided HSS-like modulus-based matrix spl...In this paper,by means of constructing the linear complementarity problems into the corresponding absolute value equation,we raise an iteration method,called as the nonlinear lopsided HSS-like modulus-based matrix splitting iteration method,for solving the linear complementarity problems whose coefficient matrix in R^(n×n)is large sparse and positive definite.From the convergence analysis,it is appreciable to see that the proposed method will converge to its accurate solution under appropriate conditions.Numerical examples demonstrate that the presented method precede to other methods in practical implementation.展开更多
Several preconditioners are proposed for improving the convergence rate of the iterative method derived from splitting. In this paper, the comparison theorem of preconditioned iterative method for regular splitting is...Several preconditioners are proposed for improving the convergence rate of the iterative method derived from splitting. In this paper, the comparison theorem of preconditioned iterative method for regular splitting is proved. And the convergence and comparison theorem for any preconditioner are indicated. This comparison theorem indicates the possibility of finding new preconditioner and splitting. The purpose of this paper is to show that the preconditioned iterative method yields a new splitting satisfying the regular or weak regular splitting. And new combination preconditioners are proposed. In order to denote the validity of the comparison theorem, some numerical examples are shown.展开更多
We propose the two-step modulus-based matrix splitting iteration methods for a class of nonlinear complementarity problems.The corresponding convergence the-ory is established when the system matrix is an H_(+)-matrix...We propose the two-step modulus-based matrix splitting iteration methods for a class of nonlinear complementarity problems.The corresponding convergence the-ory is established when the system matrix is an H_(+)-matrix.Theoretical analysis gives the choice of parameter matrix involved based on the H-compatible splitting of the sys-tem matrix.Moreover,in actual implementation,the choices of iterative parameters for two-step modulus-based accelerated overrelaxation methods are studied.Numeri-cal experiments show that the method is efficient and further verify the convergence theorems.展开更多
It is well known that the matrix equations play a significant role in engineering and applicable sciences. In this research article, a new modification of the homotopy perturbation method (HPM) will be proposed to obt...It is well known that the matrix equations play a significant role in engineering and applicable sciences. In this research article, a new modification of the homotopy perturbation method (HPM) will be proposed to obtain the approximated solution of the matrix equation in the form AX = B. Moreover, the conditions are deduced to check the convergence of the homotopy series. Numerical implementations are adapted to illustrate the properties of the modified method.展开更多
Kellogg gave a version of the Peaceman-Radford method. In this paper, we introduce a SSOR iteration method which uses Kellogg’s method. The new algorithm has some advantages over the traditional SSOR algorithm. A Cyc...Kellogg gave a version of the Peaceman-Radford method. In this paper, we introduce a SSOR iteration method which uses Kellogg’s method. The new algorithm has some advantages over the traditional SSOR algorithm. A Cyclic Reduction algorithm is introduced via a decoupling in Kellogg’s method.展开更多
To reduce the communication among processors and improve the computing time for solving linear complementarity problems, we present a two-step modulus-based syn- chronous multisplitting iteration method and the corres...To reduce the communication among processors and improve the computing time for solving linear complementarity problems, we present a two-step modulus-based syn- chronous multisplitting iteration method and the corresponding symmetric modulus-based multisplitting relaxation methods. The convergence theorems are established when the system matrix is an H＋-matrix, which improve the existing convergence theory. Numeri- cal results show that the symmetric modulus-based multisplitting relaxation methods are effective in actual implementation.展开更多
Based on the Crank-Nicolson and the weighted and shifted Grunwald operators,we present an implicit difference scheme for the Riesz space fractional reaction-dispersion equations and also analyze the stability and the ...Based on the Crank-Nicolson and the weighted and shifted Grunwald operators,we present an implicit difference scheme for the Riesz space fractional reaction-dispersion equations and also analyze the stability and the convergence of this implicit difference scheme.However,after estimating the condition number of the coefficient matrix of the discretized scheme,we find that this coefficient matrix is ill-conditioned when the spatial mesh-size is sufficiently small.To overcome this deficiency,we further develop an effective banded M-matrix splitting preconditioner for the coefficient matrix.Some properties of this preconditioner together with its preconditioning effect are discussed.Finally,Numerical examples are employed to test the robustness and the effectiveness of the proposed preconditioner.展开更多
The method of recovering a low-rank matrix with an unknown fraction whose entries are arbitrarily corrupted is known as the robust principal component analysis （RPCA）. This RPCA problem, under some conditions, can b...The method of recovering a low-rank matrix with an unknown fraction whose entries are arbitrarily corrupted is known as the robust principal component analysis （RPCA）. This RPCA problem, under some conditions, can be exactly solved via convex optimization by minimizing a combination of the nuclear norm and the 11 norm. In this paper, an algorithm based on the Douglas-Rachford splitting method is proposed for solving the RPCA problem. First, the convex optimization problem is solved by canceling the constraint of the variables, and ~hen the proximity operators of the objective function are computed alternately. The new algorithm can exactly recover the low-rank and sparse components simultaneously, and it is proved to be convergent. Numerical simulations demonstrate the practical utility of the proposed algorithm.展开更多
The transfer function of the optical splitting system of the acousto-optic tunable filter （AOTF） is deduced to be a reference to optical design. The characteristic matrix （ transfer function） of AOTF is used to de...The transfer function of the optical splitting system of the acousto-optic tunable filter （AOTF） is deduced to be a reference to optical design. The characteristic matrix （ transfer function） of AOTF is used to describe quantitatively the characters of polarization elements in the orthogonal polarizing system. According to the characteristic matrix, the included angle of polarizer＇s transmission direction and polarization analyzer＇s transmission direction should be 90°. As a result the signal to noise ratio increased about 20 times though the light intensity was reduced to 54.3%,because both the transmittances of polarizer and polarization analyzer are 0. 74, which is an intrinsic character. The orthogonal polarizing method is an effective method to get rid of the influence of zero order light and improve the spectrum resolution and signal-to-noise ratio.展开更多
In recent years, a number of preconditioners have been applied to solve the linear systems with Gauss-Seidel method (see [1-7,10-12,14-16]). In this paper we use Sl instead of (S + Sm) and compare with M. Morimoto’s ...In recent years, a number of preconditioners have been applied to solve the linear systems with Gauss-Seidel method (see [1-7,10-12,14-16]). In this paper we use Sl instead of (S + Sm) and compare with M. Morimoto’s precondition [3] and H. Niki’s precondition [5] to obtain better convergence rate. A numerical example is given which shows the preference of our method.展开更多
In this paper, we further generalize the technique for constructing the normal （or pos- itive definite） and skew-Hermitian splitting iteration method for solving large sparse non- Hermitian positive definite system ...In this paper, we further generalize the technique for constructing the normal （or pos- itive definite） and skew-Hermitian splitting iteration method for solving large sparse non- Hermitian positive definite system of linear equations. By introducing a new splitting, we establish a class of efficient iteration methods, called positive definite and semi-definite splitting （PPS） methods, and prove that the sequence produced by the PPS method con- verges unconditionally to the unique solution of the system. Moreover, we propose two kinds of typical practical choices of the PPS method and study the upper bound of the spectral radius of the iteration matrix. In addition, we show the optimal parameters such that the spectral radius achieves the minimum under certain conditions. Finally, some numerical examples are given to demonstrate the effectiveness of the considered methods.展开更多
A matrix splitting method is presented for minimizing a quadratic programming (QP) problem, and a general algorithm is designed to solve the QP problem and generates a sequence of iterative points. We prove that the s...A matrix splitting method is presented for minimizing a quadratic programming (QP) problem, and a general algorithm is designed to solve the QP problem and generates a sequence of iterative points. We prove that the sequence generated by the algorithm converges to the optimal solution and has an R-linear rate of convergence if the QP problem is strictly convex and nondegenerate, and that every accumulation point of the sequence generated by the general algorithm is a KKT point of the original problem under the hypothesis that the value of the objective function is bounded below on the constrained region, and that the sequence converges to a KKT point if the problem is nondegenerate and the constrained region is bounded.展开更多
基金supported by the Scientific Computing Research Innovation Team of Guangdong Province(no.2021KCXTD052)the Science and Technology Development Fund,Macao SAR(no.0096/2022/A,0151/2022/A)+3 种基金University of Macao(no.MYRG2020-00035-FST,MYRG2022-00076-FST)the Guangdong Key Construction Discipline Research Capacity Enhancement Project(no.2022ZDJS049)Technology Planning Project of Shaoguan(no.210716094530390)the ScienceFoundation of Shaoguan University(no.SZ2020KJ01).
文摘In this paper,a two-step iteration method is established which can be viewed as a generalization of the existing modulus-based methods for vertical linear complementarity problems given by He and Vong(Appl.Math.Lett.134:108344,2022).The convergence analysis of the proposed method is established,which can improve the existing results.Numerical examples show that the proposed method is efficient with the two-step technique.
文摘For the expected value formulation of stochastic linear complementarity problem, we establish modulus-based matrix splitting iteration methods. The convergence of the new methods is discussed when the coefficient matrix is a positive definite matrix or a positive semi-definite matrix, respectively. The advantages of the new methods are that they can solve the large scale stochastic linear complementarity problem, and spend less computational time. Numerical results show that the new methods are efficient and suitable for solving the large scale problems.
基金This work is supported by the National Natural Science Foundation of China with No.11461046the Natural Science Foundation of Jiangxi Province of China with Nos.20181ACB20001 and 20161ACB21005.
文摘In this paper,by means of constructing the linear complementarity problems into the corresponding absolute value equation,we raise an iteration method,called as the nonlinear lopsided HSS-like modulus-based matrix splitting iteration method,for solving the linear complementarity problems whose coefficient matrix in R^(n×n)is large sparse and positive definite.From the convergence analysis,it is appreciable to see that the proposed method will converge to its accurate solution under appropriate conditions.Numerical examples demonstrate that the presented method precede to other methods in practical implementation.
文摘Several preconditioners are proposed for improving the convergence rate of the iterative method derived from splitting. In this paper, the comparison theorem of preconditioned iterative method for regular splitting is proved. And the convergence and comparison theorem for any preconditioner are indicated. This comparison theorem indicates the possibility of finding new preconditioner and splitting. The purpose of this paper is to show that the preconditioned iterative method yields a new splitting satisfying the regular or weak regular splitting. And new combination preconditioners are proposed. In order to denote the validity of the comparison theorem, some numerical examples are shown.
基金This work was supported by the National Natural Science Foundation of China(No.11271289,11701221)the Fundamental Research Funds for the Central Universities.
文摘We propose the two-step modulus-based matrix splitting iteration methods for a class of nonlinear complementarity problems.The corresponding convergence the-ory is established when the system matrix is an H_(+)-matrix.Theoretical analysis gives the choice of parameter matrix involved based on the H-compatible splitting of the sys-tem matrix.Moreover,in actual implementation,the choices of iterative parameters for two-step modulus-based accelerated overrelaxation methods are studied.Numeri-cal experiments show that the method is efficient and further verify the convergence theorems.
文摘It is well known that the matrix equations play a significant role in engineering and applicable sciences. In this research article, a new modification of the homotopy perturbation method (HPM) will be proposed to obtain the approximated solution of the matrix equation in the form AX = B. Moreover, the conditions are deduced to check the convergence of the homotopy series. Numerical implementations are adapted to illustrate the properties of the modified method.
文摘Kellogg gave a version of the Peaceman-Radford method. In this paper, we introduce a SSOR iteration method which uses Kellogg’s method. The new algorithm has some advantages over the traditional SSOR algorithm. A Cyclic Reduction algorithm is introduced via a decoupling in Kellogg’s method.
文摘To reduce the communication among processors and improve the computing time for solving linear complementarity problems, we present a two-step modulus-based syn- chronous multisplitting iteration method and the corresponding symmetric modulus-based multisplitting relaxation methods. The convergence theorems are established when the system matrix is an H＋-matrix, which improve the existing convergence theory. Numeri- cal results show that the symmetric modulus-based multisplitting relaxation methods are effective in actual implementation.
基金supported by the National Natural Science Foundation of China(Grant No.12161030)by the Hainan Provincial Natural Science Foundation of China(Grant No.121RC537).
文摘Based on the Crank-Nicolson and the weighted and shifted Grunwald operators,we present an implicit difference scheme for the Riesz space fractional reaction-dispersion equations and also analyze the stability and the convergence of this implicit difference scheme.However,after estimating the condition number of the coefficient matrix of the discretized scheme,we find that this coefficient matrix is ill-conditioned when the spatial mesh-size is sufficiently small.To overcome this deficiency,we further develop an effective banded M-matrix splitting preconditioner for the coefficient matrix.Some properties of this preconditioner together with its preconditioning effect are discussed.Finally,Numerical examples are employed to test the robustness and the effectiveness of the proposed preconditioner.
基金supported by the National Natural Science Foundation of China(No.61271014)the Specialized Research Fund for the Doctoral Program of Higher Education(No.20124301110003)the Graduated Students Innovation Fund of Hunan Province(No.CX2012B238)
文摘The method of recovering a low-rank matrix with an unknown fraction whose entries are arbitrarily corrupted is known as the robust principal component analysis （RPCA）. This RPCA problem, under some conditions, can be exactly solved via convex optimization by minimizing a combination of the nuclear norm and the 11 norm. In this paper, an algorithm based on the Douglas-Rachford splitting method is proposed for solving the RPCA problem. First, the convex optimization problem is solved by canceling the constraint of the variables, and ~hen the proximity operators of the objective function are computed alternately. The new algorithm can exactly recover the low-rank and sparse components simultaneously, and it is proved to be convergent. Numerical simulations demonstrate the practical utility of the proposed algorithm.
文摘The transfer function of the optical splitting system of the acousto-optic tunable filter （AOTF） is deduced to be a reference to optical design. The characteristic matrix （ transfer function） of AOTF is used to describe quantitatively the characters of polarization elements in the orthogonal polarizing system. According to the characteristic matrix, the included angle of polarizer＇s transmission direction and polarization analyzer＇s transmission direction should be 90°. As a result the signal to noise ratio increased about 20 times though the light intensity was reduced to 54.3%,because both the transmittances of polarizer and polarization analyzer are 0. 74, which is an intrinsic character. The orthogonal polarizing method is an effective method to get rid of the influence of zero order light and improve the spectrum resolution and signal-to-noise ratio.
文摘In recent years, a number of preconditioners have been applied to solve the linear systems with Gauss-Seidel method (see [1-7,10-12,14-16]). In this paper we use Sl instead of (S + Sm) and compare with M. Morimoto’s precondition [3] and H. Niki’s precondition [5] to obtain better convergence rate. A numerical example is given which shows the preference of our method.
文摘In this paper, we further generalize the technique for constructing the normal （or pos- itive definite） and skew-Hermitian splitting iteration method for solving large sparse non- Hermitian positive definite system of linear equations. By introducing a new splitting, we establish a class of efficient iteration methods, called positive definite and semi-definite splitting （PPS） methods, and prove that the sequence produced by the PPS method con- verges unconditionally to the unique solution of the system. Moreover, we propose two kinds of typical practical choices of the PPS method and study the upper bound of the spectral radius of the iteration matrix. In addition, we show the optimal parameters such that the spectral radius achieves the minimum under certain conditions. Finally, some numerical examples are given to demonstrate the effectiveness of the considered methods.
基金the National Natural Science Foundation of China (No.19771079)and State Key Laboratory of Scientific and Engineering Computing
文摘A matrix splitting method is presented for minimizing a quadratic programming (QP) problem, and a general algorithm is designed to solve the QP problem and generates a sequence of iterative points. We prove that the sequence generated by the algorithm converges to the optimal solution and has an R-linear rate of convergence if the QP problem is strictly convex and nondegenerate, and that every accumulation point of the sequence generated by the general algorithm is a KKT point of the original problem under the hypothesis that the value of the objective function is bounded below on the constrained region, and that the sequence converges to a KKT point if the problem is nondegenerate and the constrained region is bounded.
