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摘要: |
本文研究了基于Lanczos 双正交过程的拟极小残量法(QMR). 将QMR 算法中的Lanczos 双正交过程用Lanczos 双A-正交过程代替, 利用该算法得到的近似解与最后一个基向量的线性组合来作为新的近似解, 使新近似解的残差范数满足一个一维极小化问题, 从而得到一种基于Lanczos 双A-正交的修正的QMR 算法. 数值试验表明, 对于某些大型线性稀疏方程组, 新算法比QMR 算法收敛快得多. |
关键词: Krylov子空间方法 双A-正交过程 线性方程组 |
DOI: |
分类号:O241.6 |
基金项目:国家自然科学基金重大研究计划培育项目(91230111);国家自然科学基金项目(11361002);北方民族大学院级项目(2012xjyk09). |
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A MODIFIED QMR ALGORITHM BASED ON THE A-LANCZOS BIORTHOGONAL PROCESS |
ZHANG Jin,LI Chun-guang,JING He-fang
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Abstract: |
The quasi minimum residual method (QMR) based on the Lanczos bi-orthogonal process was studied in this paper. A-Lanczos bi-orthogonal process was introduced to replace the Lanczos bi-orthogonal process. Using the linear combination of the approximate solution and the lasted basis vectoris as a new approximate solution of the algorithm, the residual norm of new approximate solution can satisfy a one-dimensional minimization problem, so as to get a modified QMR algorithm based on the A-Lanczos bi-orthogonal process. The numerical experiments showed that the new algorithm converges faster than the original QMR algorithm for some large sparse linear systems. |
Key words: Krylov subspace methods bi-conjugate A-orthonormalization procedure linear systems |