Weighted versions of Gl-FOM and Gl-GMRES for solving general coupled linear matrix equations

被引：10

作者：

Beik, Fatemeh Panjeh Ali ^{[1
]}

Salkuyeh, Davod Khojasteh ^{[2
]}

机构：

[1] Vali E Asr Univ Rafsanjan, Dept Math, Rafsanjan, Iran

[2] Univ Guilan, Fac Math Sci, Rasht, Iran

来源：

COMPUTATIONAL MATHEMATICS AND MATHEMATICAL PHYSICS | 2015年 / 55卷 / 10期

关键词：

linear matrix equation; Krylov subspace; weighted methods; global FOM; global GMRES; global Arnoldi; KRYLOV SUBSPACE METHODS; ITERATIVE SOLUTIONS; GLOBAL FOM; SYSTEMS;

D O I：

10.1134/S0965542515100097

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper, two algorithms called weighted Gl-FOM (WGl-FOM) and weighted Gl-GMRES (WGl-GMRES) are proposed for solving the general coupled linear matrix equations. In order to accelerate the speed of convergence, a new inner product is used. Invoking the new inner product and a new matrix product, the weighted global Arnoldi algorithm is introduced which will be utilized for employing the WGl-FOM and WGl-GMRES algorithms to solve the linear coupled linear matrix equations. After introducing the weighted methods, some relations that link Gl-FOM (Gl-GMRES) to its weighted version are established. Numerical experiments are presented to illustrate the effectiveness of the new algorithms in comparison with Gl-FOM and Gl-GMRES algorithms for solving the linear coupled linear matrix equations.

引用

页码：1606 / 1618

页数：13

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