FAST PRECONDITIONED CONJUGATE-GRADIENT ALGORITHMS FOR WIENER-HOPF INTEGRAL-EQUATIONS

被引：25

作者：

GOHBERG, I

HANKE, M

KOLTRACHT, I

机构：

[1] UNIV CONNECTICUT,DEPT MATH,STORRS,CT 06269

[2] UNIV KARLSRUHE,INST PRAKT MATH,W-7500 KARLSRUHE,GERMANY

来源：

SIAM JOURNAL ON NUMERICAL ANALYSIS | 1994年 / 31卷 / 02期

关键词：

WIENER-HOPF EQUATION; CIRCULANT PRECONDITIONER; PERIODIC KERNEL FUNCTION; CONJUGATE GRADIENTS ALGORITHM;

D O I：

10.1137/0731023

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper the authors study circulant approximations of finite sections of a Wiener-Hopf integral equation on the half-line. Such circulant, operators are defined by periodic kernel functions. They approximate finite sections of the Wiener Hopf operator within a sum of a small operator and an operator with fixed finite rank. Constructions are given of two such circulant operators and their use as preconditioners for the Conjugate Gradients algorithm is explained. Numerical examples are included to illustrate the results.

引用

页码：429 / 443

页数：15

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