Global SCD algorithm for real positive definite linear systems with multiple right-hand sides

被引：17

作者：

Gu, Chuanqing ^{[1
]}

Yang, Zhenxin ^{[1
]}

机构：

[1] Shanghai Univ, Dept Math, Shanghai 200444, Peoples R China

来源：

APPLIED MATHEMATICS AND COMPUTATION | 2007年 / 189卷 / 01期

基金：

中国国家自然科学基金;

关键词：

left (right) conjugate direction matrix; semi-conjugate direction method; CG-type method; GI-FOM method; GI-GMRES method;

D O I：

10.1016/j.amc.2006.11.083

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In the present paper, we present the left conjugate direction (LCD) method for linear systems with multiple right-hand sides. We define the method by using left and right conjugate direction matrices and Petrov-Galerkin condition. The method has no breakdown for real positive definite systems. The method reduces to the usual CG-type method when A is symmetric positive definite. We also show how to apply these methods for solving the Lyapunov matrix equation. Finally a numerical experiment is given to illustrate the result. (c) 2006 Elsevier Inc. All rights reserved.

引用

页码：59 / 67

页数：9

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