求解不定最小二乘问题的交替方向隐式迭代法

IF 2.8 2区 数学 Q1 MATHEMATICS, APPLIED
Lingsheng Meng, Peizhe Li, Kailiang Xin
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引用次数: 0

摘要

为了求解不定最小二乘问题,首先提出了无条件收敛的广义分裂迭代法。进一步,为了加快广义分裂迭代法的求解速度,提出了交替方向隐式迭代法,该方法需要满足保证收敛的条件。数值实验表明,交替方向隐式迭代法在CPU时间和迭代步数方面优于现有方法。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Alternating direction implicit iterative method for solving indefinite least squares problem
To solve the indefinite least squares problem, first we propose the generalized splitting iterative method, which is unconditionally convergent. Further, to accelerate the generalized splitting iterative method, we propose the alternating direction implicit iterative method, which needs to satisfy condition to guarantee convergence. Numerical experiments show that the alternating direction implicit iterative method outperforms the current methods in terms of CPU time and number of iteration steps.
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来源期刊
Applied Mathematics Letters
Applied Mathematics Letters 数学-应用数学
CiteScore
7.70
自引率
5.40%
发文量
347
审稿时长
10 days
期刊介绍: The purpose of Applied Mathematics Letters is to provide a means of rapid publication for important but brief applied mathematical papers. The brief descriptions of any work involving a novel application or utilization of mathematics, or a development in the methodology of applied mathematics is a potential contribution for this journal. This journal''s focus is on applied mathematics topics based on differential equations and linear algebra. Priority will be given to submissions that are likely to appeal to a wide audience.
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