广义分裂下的预处理Gauss-Seidel迭代法收敛性的讨论
2012-03-14张仕光
周 婷,张仕光
广义分裂下的预处理Gauss-Seidel迭代法收敛性的讨论
*周 婷,张仕光
(衡水学院数学与计算机学院,河北,衡水 053000)
运用Gauss-Seidel迭代法解线性方程组,讨论了在一类预条件矩阵下的Gauss-Seidel迭代法的收敛性。在更广义的分裂条件下,对预条件Gauss-Seidel迭代法和相应的Gauss-Seidel迭代法的收敛性进行了比较,得到了比较定理。最后给出数值例子验证了所得到的主要结论。
预条件;-矩阵;-矩阵;Gauss-Seidel迭代法
考虑线性方程组
, (1)
1 预备知识
引理 1[7]设是一个-矩阵,那么下面几个命题等价:
(1)是非奇异-矩阵;
(3)的所有主子式都是正的.
2 主要结果
则预条件Gauss-Seidel迭代法的迭代矩阵为
.
因为是一个非奇异-矩阵,
3 数值例子
考虑满足定理1条件的方程组(1)的系数矩阵,
令
[1] Kohno T, Kotakemori H, Niki H. Improving the Modified Gauss-Seidel Method for-matrices [J]. Linear algebra and its applications, 1997, 267: 113–123.
[2] Wu Mei jun, Wang Li, Song Yong zhong. Preconditioned AOR iterative method for linear systems [J]. Applied Numerical Mathematics, 2007, 57(5-7): 672-685.
[3] 刘庆兵,陈果良.预条件AOR和2PPJ迭代法收敛性的注记[J].华东师范大学学报:自然科学版,2009 (4):26-34.
[4] Li Wen, Sun Wei wei. Modified Gauss Seidel type methods and Jacobi type methods for Z-matrices [J]. Linear Algebra and its Applications, 2000, 317(1-3): 227-240.
[5] 周婷,郭文彬.-矩阵及其比较矩阵的预条件Gauss-Seidel法的收敛性[J]. 烟台大学学报:自然科学与工程版,2011,24(4):260-263.
[6] Varga R S. Matrix Iterative Analysis [M].Berlin: Springer, 2000.
[7] Berman A, Plemmons R J. Nonnegative Matrices in the Mathematical Sciences [M]. SIAM, Philadelphia, PA, 1994.
[8] Frommer A, Szyld D. B.-splitting and two-stage iterative methods[J]. Numer. Math.,1992, 63(1): 345-356.
[9] Elsner L. Comparisons of weak regular splittings and multisplitting methods[J].Numer.Math,1989,56: 283-289.
[10] Li wen. Comparison results for solving precondtioned linear systems [J]. J. Comput. Appl. Math, 2005, 176(2): 319-329.
The convergence disscussion of the preconditioned Gauss-Seidel iterative method with a more general splitting
*ZHOU Ting, ZHANG Shi-guang
(College of Mathematics and Computer Science Hengshui University, Hengshui, Hebei 053000, China)
Using the Gauss-Seidel iterative method for the solution of the linear equations, the convergence of the Gauss-Seidel iterative method is discussed under a type of preconditioned matrix. With a more general splitting, we compare the convergence of the preconditioned Gauss-Seidel iterative method and the corresponding Gauss-Seidel iterative method. Furthermore, we get some comparison theorems. Finally, a numerical example is given to illustrate the validity of the conclusions.
precondition;-matrix;-matrix; Gauss-Seidel iterative method
1674-8085(2012)03-0013-03
O241.6
A
10.3969/j.issn.1674-8085.2012.03.003
2012-03-06;
2012-04-11
河北省高等学校科学研究计划项目(Z2010188);衡水学院2011年科学研究项目(2011026)
*周 婷(1976-),女,山东临朐人,硕士,主要从事数值计算方法及其应用研究(E-mail: zhouting7606@163.com);
张仕光(1975-),男,山东平度人,讲师,硕士,主要从事广义逆理论及应用研究(E-mail: shiguang08@yahoo.com.cn).