Skip to main content

2017 | OriginalPaper | Buchkapitel

On MrR (Mister R) Method for Solving Linear Equations with Symmetric Matrices

verfasst von : Kuniyoshi Abe, Seiji Fujino

Erschienen in: Modeling, Design and Simulation of Systems

Verlag: Springer Singapore

Aktivieren Sie unsere intelligente Suche, um passende Fachinhalte oder Patente zu finden.

search-config
loading …

Abstract

Krylov subspace methods, such as the Conjugate Gradient (CG) and Conjugate Residual (CR) methods, are treated for efficiently solving a linear system of equations with symmetric matrices. AZMJ variant of Orthomin(2) (abbreviated as AZMJ) [1] has recently been proposed for solving the linear equations. In this paper, an alternative AZMJ variant is redesigned, i.e., an alternative minimum residual method for symmetric matrices is proposed by using the coupled two-term recurrences formulated by Rutishauser. The recurrence coefficients are determined by imposing the A-orthogonality on the residuals as well as CR. Our proposed variant is referred to as MrR. It is mathematically equivalent to CR and AZMJ, but the implementations are different; the recurrence formulae contain alternative expressions for the auxiliary vectors and the recurrence coefficients. Through numerical experiments on the linear equations with real symmetric matrices, it is demonstrated that the residual norms of MrR converge faster than those of CG and AZMJ.

Sie haben noch keine Lizenz? Dann Informieren Sie sich jetzt über unsere Produkte:

Springer Professional "Wirtschaft+Technik"

Online-Abonnement

Mit Springer Professional "Wirtschaft+Technik" erhalten Sie Zugriff auf:

  • über 102.000 Bücher
  • über 537 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Finance + Banking
  • Management + Führung
  • Marketing + Vertrieb
  • Maschinenbau + Werkstoffe
  • Versicherung + Risiko

Jetzt Wissensvorsprung sichern!

Springer Professional "Technik"

Online-Abonnement

Mit Springer Professional "Technik" erhalten Sie Zugriff auf:

  • über 67.000 Bücher
  • über 390 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Maschinenbau + Werkstoffe




 

Jetzt Wissensvorsprung sichern!

Springer Professional "Wirtschaft"

Online-Abonnement

Mit Springer Professional "Wirtschaft" erhalten Sie Zugriff auf:

  • über 67.000 Bücher
  • über 340 Zeitschriften

aus folgenden Fachgebieten:

  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Finance + Banking
  • Management + Führung
  • Marketing + Vertrieb
  • Versicherung + Risiko




Jetzt Wissensvorsprung sichern!

Literatur
1.
Zurück zum Zitat Abe, K., Zhang, S.L., Mitsui, T., Jin, C.H.: A variant of the Orthomin(2) method for singular linear systems. Numer. Algorithms 36, 189–202 (2004)MathSciNetCrossRefMATH Abe, K., Zhang, S.L., Mitsui, T., Jin, C.H.: A variant of the Orthomin(2) method for singular linear systems. Numer. Algorithms 36, 189–202 (2004)MathSciNetCrossRefMATH
2.
Zurück zum Zitat Arnoldi, W.E.: The principle of minimized iteration in the solution of the matrix eigenvalue problem. Quart. Appl. Math. 9, 17–29 (1951)MathSciNetCrossRefMATH Arnoldi, W.E.: The principle of minimized iteration in the solution of the matrix eigenvalue problem. Quart. Appl. Math. 9, 17–29 (1951)MathSciNetCrossRefMATH
3.
Zurück zum Zitat Eisenstat, S.C., Elman, H.C., Schultz, M.H.: Variational iterative methods for nonsymmetric systems of linear equations. SIAM J. Numer. Anal. 20, 345–357 (1983)MathSciNetCrossRefMATH Eisenstat, S.C., Elman, H.C., Schultz, M.H.: Variational iterative methods for nonsymmetric systems of linear equations. SIAM J. Numer. Anal. 20, 345–357 (1983)MathSciNetCrossRefMATH
4.
5.
Zurück zum Zitat Hestenes, M.R., Stiefel, E.L.: Methods of conjugate gradients for solving linear systems. J. Res. Nat. Bur. Stand. 49, 409–435 (1952)MathSciNetCrossRefMATH Hestenes, M.R., Stiefel, E.L.: Methods of conjugate gradients for solving linear systems. J. Res. Nat. Bur. Stand. 49, 409–435 (1952)MathSciNetCrossRefMATH
6.
Zurück zum Zitat Lanczos, C.: Solution of systems of linear equations by minimized iterations. J. Res. Nat. Bur. Stand. 49, 33–53 (1952)MathSciNetCrossRef Lanczos, C.: Solution of systems of linear equations by minimized iterations. J. Res. Nat. Bur. Stand. 49, 33–53 (1952)MathSciNetCrossRef
7.
Zurück zum Zitat Rutishauser, H.: Theory of gradient method. In: Refined Iterative Methods for Computation of the Solution and the Eigenvalues of Self-Adjoint Value Problems, pp. 24–49. Mitt. Inst. angew. Math. ETH Zürich, Birkhäuser, Basel (1959) Rutishauser, H.: Theory of gradient method. In: Refined Iterative Methods for Computation of the Solution and the Eigenvalues of Self-Adjoint Value Problems, pp. 24–49. Mitt. Inst. angew. Math. ETH Zürich, Birkhäuser, Basel (1959)
8.
Zurück zum Zitat Saad, Y., Schultz, M.H.: GMRES: A generalized minimal residual algorithm for solving nonsymmetric linear systems. SIAM J. Sci. Stat. Comput. 7, 856–869 (1986)MathSciNetCrossRefMATH Saad, Y., Schultz, M.H.: GMRES: A generalized minimal residual algorithm for solving nonsymmetric linear systems. SIAM J. Sci. Stat. Comput. 7, 856–869 (1986)MathSciNetCrossRefMATH
9.
Zurück zum Zitat Sleijpen, G.L.G., Sonneveld, P., van Gijzen, M.B.: Bi-CGSTAB as induced dimension reduction method. Appl. Numer. Math. 60, 1100–1114 (2010)MathSciNetCrossRefMATH Sleijpen, G.L.G., Sonneveld, P., van Gijzen, M.B.: Bi-CGSTAB as induced dimension reduction method. Appl. Numer. Math. 60, 1100–1114 (2010)MathSciNetCrossRefMATH
10.
Zurück zum Zitat Stiefel, E.L.: Relaxationsmethoden bester strategie zur losung linearer gleichungssysteme. Commentarii Mathematici Helvetici 29, 157–179 (1955)MathSciNetCrossRefMATH Stiefel, E.L.: Relaxationsmethoden bester strategie zur losung linearer gleichungssysteme. Commentarii Mathematici Helvetici 29, 157–179 (1955)MathSciNetCrossRefMATH
11.
Zurück zum Zitat Stiefel, E.L.: Kernel polynomial in linear algebra and their numerical applications, In: Further contributions to the determination of eigenvalues. NBS Appl. Math. Ser. 49, 1–22 (1958) Stiefel, E.L.: Kernel polynomial in linear algebra and their numerical applications, In: Further contributions to the determination of eigenvalues. NBS Appl. Math. Ser. 49, 1–22 (1958)
12.
Zurück zum Zitat Vinsom, P.K.W.: Orthomin, an iterative method for solving sparse sets of simultaneous linear equations. In: Proceedings of the Fourth Symposium on Reservoir Simulation, pp. 149–159. Society of Petroleum Engineers of AIME (1976) Vinsom, P.K.W.: Orthomin, an iterative method for solving sparse sets of simultaneous linear equations. In: Proceedings of the Fourth Symposium on Reservoir Simulation, pp. 149–159. Society of Petroleum Engineers of AIME (1976)
13.
Zurück zum Zitat Young, D.M., Jea, K.C.: Generalized conjugate gradient acceleration of nonsymmetrizable iterative methods. Linear Algebra Appl. 34, 159–194 (1980)MathSciNetCrossRefMATH Young, D.M., Jea, K.C.: Generalized conjugate gradient acceleration of nonsymmetrizable iterative methods. Linear Algebra Appl. 34, 159–194 (1980)MathSciNetCrossRefMATH
14.
Zurück zum Zitat Zhang, S.L.: GPBi-CG: Generalized product-type methods based on Bi-CG for solving nonsymmetric linear systems. SIAM J. Sci. Comput. 18, 537–551 (1997)MathSciNetCrossRefMATH Zhang, S.L.: GPBi-CG: Generalized product-type methods based on Bi-CG for solving nonsymmetric linear systems. SIAM J. Sci. Comput. 18, 537–551 (1997)MathSciNetCrossRefMATH
Metadaten
Titel
On MrR (Mister R) Method for Solving Linear Equations with Symmetric Matrices
verfasst von
Kuniyoshi Abe
Seiji Fujino
Copyright-Jahr
2017
Verlag
Springer Singapore
DOI
https://doi.org/10.1007/978-981-10-6502-6_45