• Title/Summary/Keyword: SSOR

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PRECONDITIONED SSOR METHODS FOR THE LINEAR COMPLEMENTARITY PROBLEM WITH M-MATRIX

  • Zhang, Dan
    • Communications of the Korean Mathematical Society
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    • v.34 no.2
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    • pp.657-670
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    • 2019
  • In this paper, we consider the preconditioned iterative methods for solving linear complementarity problem associated with an M-matrix. Based on the generalized Gunawardena's preconditioner, two preconditioned SSOR methods for solving the linear complementarity problem are proposed. The convergence of the proposed methods are analyzed, and the comparison results are derived. The comparison results showed that preconditioned SSOR methods accelerate the convergent rate of the original SSOR method. Numerical examples are used to illustrate the theoretical results.

SSOR-LIKE METHOD FOR AUGMENTED SYSTEMy

  • Liang, Mao-Lin;Dai, Li-Fang;Wang, San-Fu
    • Journal of applied mathematics & informatics
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    • v.29 no.5_6
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    • pp.1463-1475
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    • 2011
  • This paper proposes a new generalized iterative method (SSOR-like method) for solving augmented system. A functional equation relating two involved parameters is obtained, and some convergence conditions for this method are derived. This paper generalizes some foregone results. Numerical examples show that, this method is efficient by suitable choices of the involved parameters.

ITERATIVE ALGORITHMS AND DOMAIN DECOMPOSITION METHODS IN PARTIAL DIFFERENTIAL EQUATIONS

  • Lee, Jun Yull
    • Korean Journal of Mathematics
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    • v.13 no.1
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    • pp.113-122
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    • 2005
  • We consider the iterative schemes for the large sparse linear system to solve partial differential equations. Using spectral radius of iteration matrices, the optimal relaxation parameters and good parameters can be obtained. With those parameters we compare the effectiveness of the SOR and SSOR algorithms. Applying Crank-Nicolson approximation, we observe the error distribution according to domain decomposition. The number of processors due to domain decomposition affects time and error. Numerical experiments show that effectiveness of SOR and SSOR can be reversed as time size varies, which is not the usual case. Finally, these phenomena suggest conjectures about equilibrium time grid for SOR and SSOR.

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The Robust Estimation of Fundamental Matrix Using the SSOR (SSOR을 이요한 강인한 F-행렬의 추정)

  • Kim, Hyo-Seong;Nam, Gi-Gon;Jeon, Gye-Rok;Lee, Sang-Uk;Jeong, Du-Yeong
    • Journal of the Institute of Electronics Engineers of Korea SP
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    • v.39 no.1
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    • pp.40-48
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    • 2002
  • Three-Dimensional scene reconstruction from images acquired with different viewpoints is possible as estimating Fundamental matrix(F-matrix) that indicates the epipolar geometry of two images. Correspondence points required to calculate F-matrix of two images include noise such as miss matches, so generally it is hard to calculate F-matrix accurately. In this paper, we classify noise into two types; outlier and minute noise. we propose SSOR algorithm that estimate F-matrix effectively. SSOR algorithm is rejecting outlier step by step in a noise environment. To evaluate the performance of proposed algorithm we simulated with synthetic images and real images. As a result of simulation we show that proposed algorithm is better than conventional algorithms.

CONVERGENCE OF SSOR MULTISPLITTING METHOD FOR AN M-MATRIX

  • Yun, Jae-Heon;Han, Yu-Du;Oh, Se-Young
    • Journal of applied mathematics & informatics
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    • v.24 no.1_2
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    • pp.273-282
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    • 2007
  • In this paper, we study the convergence of both the multisplitting method and the relaxed multisplitting method associated with SOR or SSOR multisplittings for solving a linear system whose coefficient matrix is an M-matrix.

Comparisons of Parallel Preconditioners for the Computation of Interior Eigenvalues by the Minimization of Rayleigh Quotient (레이레이 계수의 최소화에 의한 내부고유치 계산을 위한 병렬준비행렬들의 비교)

  • Ma, Sang-back;Jang, Ho-Jong
    • The KIPS Transactions:PartA
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    • v.10A no.2
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    • pp.137-140
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    • 2003
  • Recently, CG (Conjugate Gradient) scheme for the optimization of the Rayleigh quotient has been proven a very attractive and promising technique for interior eigenvalues for the following eigenvalue problem, Ax=λx (1) The given matrix A is assummed to be large and sparse, and symmetric. Also, the method is very amenable to parallel computations. A proper choice of the preconditioner significantly improves the convergence of the CG scheme. We compare the parallel preconditioners for the computation of the interior eigenvalues of a symmetric matrix by CG-type method. The considered preconditioners are Point-SSOR, ILU (0) in the multi-coloring order, and Multi-Color Block SSOR (Symmetric Succesive OverRelaxation). We conducted our experiments on the CRAY­T3E with 128 nodes. The MPI (Message Passing Interface) library was adopted for the interprocessor communications. The test matrices are up to $512{\times}512$ in dimensions and were created from the discretizations of the elliptic PDE. All things considered the MC-BSSOR seems to be most robust preconditioner.

COMPARISONS OF PARALLEL PRECONDITIONERS FOR THE COMPUTATION OF SMALLEST GENERALIZED EIGENVALUE

  • Ma, Sang-Back;Jang, Ho-Jong;Cho, Jae-Young
    • Journal of applied mathematics & informatics
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    • v.11 no.1_2
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    • pp.305-316
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    • 2003
  • Recently, an iterative algorithm for finding the interior eigenvalues of a definite matrix by CG-type method has been proposed. This method compares to the inverse power method. The given matrices A, and B are assumed to be large and sparse, and SPD( Symmetric Positive Definite) The CG scheme for the optimization of the Rayleigh quotient has been proven a very attractive and promising technique for large sparse eigenproblems for smallest eigenvalue. Also, it is very amenable to parallel computations, like the CG method for the linear systems. A proper choice of the preconditioner significantly improves the convergence of the CG scheme. But for parallel computations we need to find an efficient parallel preconditioner. Our candidates we ILU(0) in the wave-front order, ILU(0) in the multi-coloring order, Point-SSOR(Symmetric Successive Overrelaxation), and Multi-Color Block SSOR preconditioner. Wavefront order is a simple way to increase parallelism in the natural order, and Multi-coloring realizes a parallelism of order(N), where N is the order of the matrix. Another choice is the Multi-Color Block SSOR(Symmetric Successive OverRelaxation) preconditioning. Block SSOR is a symmetric preconditioner which is expected to minimize the interprocessor communication due to the blocking. We implemented the results on the CRAY-T3E with 128 nodes. The MPI (Message Passing Interface) library was adopted for the interprocessor communications. The test problem was drawn from the discretizations of partial differential equations by finite difference methods. The results show that for small number of processors Multi-Color ILU(0) has the best performance, while for large number of processors Multi-Color Block SSOR performs the best.

PRECONDITIONED ITERATIVE METHOD FOR PETROV-GALERKIN PROCEDURE

  • Chung, Seiyoung;Oh, Seyoung
    • Journal of the Chungcheong Mathematical Society
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    • v.10 no.1
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    • pp.57-70
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    • 1997
  • In this paper two preconditioned GMRES and QMR methods are applied to the non-Hermitian system from the Petrov-Galerkin procedure for the Poisson equation and compared to each other. To our purpose the ILUT and the SSOR preconditioners are used.

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CONVERGENCE OF MULTISPLITTING METHODS WITH DIFFERENT WEIGHTING SCHEMES

  • Oh, Se-Young;Yun, Jae-Heon;Han, Yu-Du
    • Journal of applied mathematics & informatics
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    • v.30 no.3_4
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    • pp.593-602
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    • 2012
  • In this paper, we first introduce a special type of multisplitting method with different weighting scheme, and then we provide convergence results of multisplitting methods with different weighting schemes corresponding to both the AOR-like multisplitting and the SSOR-like multisplitting.

CONVERGENCE OF MULTISPLITTING METHODS WITH PREWEIGHTING FOR AN H-MATRIX

  • Han, Yu-Du;Yun, Jae-Heon
    • Bulletin of the Korean Mathematical Society
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    • v.49 no.5
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    • pp.997-1006
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    • 2012
  • In this paper, we study convergence of multisplitting methods with preweighting for solving a linear system whose coefficient matrix is an H-matrix corresponding to both the AOR multisplitting and the SSOR multisplitting. Numerical results are also provided to confirm theoretical results for the convergence of multisplitting methods with preweighting.