• Title/Summary/Keyword: preconditioned matrix

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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.

PRECONDITIONED AOR ITERATIVE METHOD FOR Z-MATRICES

  • Wang, Guangbin;Zhang, Ning;Tan, Fuping
    • Journal of applied mathematics & informatics
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    • v.28 no.5_6
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    • pp.1409-1418
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    • 2010
  • In this paper, we present a preconditioned iterative method for solving linear systems Ax = b, where A is a Z-matrix. We give some comparison theorems to show that the rate of convergence of the new preconditioned iterative method is faster than the rate of convergence of the previous preconditioned iterative method. Finally, we give one numerical example to show that our results are true.

PERFORMANCE COMPARISON OF PRECONDITIONED ITERATIVE METHODS WITH DIRECT PRECONDITIONERS

  • Yun, Jae Heon;Lim, Hyo Jin;Kim, Kyoum Sun
    • Journal of applied mathematics & informatics
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    • v.32 no.3_4
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    • pp.389-403
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    • 2014
  • In this paper, we first provide comparison results of preconditioned AOR methods with direct preconditioners $I+{\beta}L$, $I+{\beta}U$ and $I+{\beta}(L+U)$ for solving a linear system whose coefficient matrix is a large sparse irreducible L-matrix, where ${\beta}$ > 0. Next we propose how to find a near optimal parameter ${\beta}$ for which Krylov subspace method with these direct preconditioners performs nearly best. Lastly numerical experiments are provided to compare the performance of preconditioned iterative methods and to illustrate the theoretical results.

A MIXED-TYPE SPLITTING ITERATIVE METHOD

  • Jiang, Li;Wang, Ting
    • Journal of applied mathematics & informatics
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    • v.29 no.5_6
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    • pp.1067-1074
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    • 2011
  • In this paper, a preconditioned mixed-type splitting iterative method for solving the linear systems Ax = b is presented, where A is a Z-matrix. Then we also obtain some results to show that the rate of convergence of our method is faster than that of the preconditioned AOR (PAOR) iterative method and preconditioned SOR (PSOR) iterative method. Finally, we give one numerical example to illustrate our results.

MULTI SPLITTING PRECONDITIONERS FOR A SYMMETRIC POSITIVE DEFINITE MATRIX

  • Yun Jae-Heon;Kim Eun-Heui;Oh Se-Young
    • Journal of applied mathematics & informatics
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    • v.22 no.1_2
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    • pp.169-180
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    • 2006
  • We study convergence of multisplitting method associated with a block diagonal conformable multisplitting for solving a linear system whose coefficient matrix is a symmetric positive definite matrix which is not an H-matrix. Next, we study the validity of m-step multisplitting polynomial preconditioners which will be used in the preconditioned conjugate gradient method.

CONVERGENCE ANALYSIS OF PRECONDITIONED AOR ITERATIVE METHOD

  • Hessari, P.;Darvishi, M.T.;Shin, B.C.
    • Honam Mathematical Journal
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    • v.32 no.3
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    • pp.399-412
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    • 2010
  • In this paper, we consider a preconditioned accelerated overrelaxation (PAOR) method to solve systems of linear equations. We show the convergence of the PAOR method. We also give com-parison results when the coefficient matrix is an L- or H-matrix. Finally, we provide some numerical experiments to show efficiency of PAOR method.

PARALLEL BLOCK ILU PRECONDITIONERS FOR A BLOCK-TRIDIAGONAL M-MATRIX

  • Yun, Jae-Heon;Kim, Sang-Wook
    • Journal of the Korean Mathematical Society
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    • v.36 no.1
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    • pp.209-227
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    • 1999
  • We propose new parallel block ILU (Incomplete LU) factorization preconditioners for a nonsymmetric block-tridiagonal M-matrix. Theoretial properties of these block preconditioners are studied to see the convergence rate of the preconditioned iterative methods, Lastly, numerical results of the right preconditioned GMRES and BiCGSTAB methods using the block ILU preconditioners are compared with those of these two iterative methods using a standard ILU preconditioner to see the effectiveness of the block ILU preconditioners.

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PRECONDITIONED GAUSS-SEIDEL ITERATIVE METHOD FOR Z-MATRICES LINEAR SYSTEMS

  • Shen, Hailong;Shao, Xinhui;Huang, Zhenxing;Li, Chunji
    • Bulletin of the Korean Mathematical Society
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    • v.48 no.2
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    • pp.303-314
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    • 2011
  • For Ax = b, it has recently been reported that the convergence of the preconditioned Gauss-Seidel iterative method which uses a matrix of the type P = I + S (${\alpha}$) to perform certain elementary row operations on is faster than the basic Gauss-Seidel method. In this paper, we discuss the adaptive Gauss-Seidel iterative method which uses P = I + S (${\alpha}$) + $\bar{K}({\beta})$ as a preconditioner. We present some comparison theorems, which show the rate of convergence of the new method is faster than the basic method and the method in [7] theoretically. Numerical examples show the effectiveness of our algorithm.

DATA MINING AND PREDICTION OF SAI TYPE MATRIX PRECONDITIONER

  • Kim, Sang-Bae;Xu, Shuting;Zhang, Jun
    • Journal of applied mathematics & informatics
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    • v.28 no.1_2
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    • pp.351-361
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    • 2010
  • The solution of large sparse linear systems is one of the most important problems in large scale scientific computing. Among the many methods developed, the preconditioned Krylov subspace methods are considered the preferred methods. Selecting a suitable preconditioner with appropriate parameters for a specific sparse linear system presents a challenging task for many application scientists and engineers who have little knowledge of preconditioned iterative methods. The prediction of ILU type preconditioners was considered in [27] where support vector machine(SVM), as a data mining technique, is used to classify large sparse linear systems and predict best preconditioners. In this paper, we apply the data mining approach to the sparse approximate inverse(SAI) type preconditioners to find some parameters with which the preconditioned Krylov subspace method on the linear systems shows best performance.