边界系统的另一种选择

W. Knight
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引用次数: 0

摘要

这个分划系统[EQUATION]需要用相同的n × n矩阵A,但不同的n向量b、c和f,以及不同的标量d和g进行多次求解。通过使用边界算法,A只需要逆一次。其余的计算通常使用2n2+3n+常数长的运算(乘法+除法)。Govaerts和Pryce(1987)考虑了A几乎是奇异的情况,尽管(1)本身条件良好,他们报告说,使用边界计算,然后对初始的差解进行迭代细化,效果很好,既简单又实用。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Another alternative for bordered systems
This partitioned system, [EQUATION] is to be solved many times with the same n by n matrix, A, but differing n-vectors, b, c, and f, and differing scalars d and g. By using a bordering algorithm, A need be inverted once only. The remaining computation, done often, uses 2n2+3n+constant long operations (multiplications + divisions). Govaerts and Pryce (1987) consider the situation when A is nearly singular although (1) itself is well conditioned, reporting that using a bordering computation followed by iterative refinement of the initial poor solution works well, being both simple and practical.
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