大型非对称特征值问题的预条件非精确类牛顿方法

IF 1.1 Q2 MATHEMATICS, APPLIED

Numerical Algebra Control and Optimization Pub Date : 2021-01-01 DOI:10.3934/NACO.2021012

Hongyi Miao, Li Wang

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引用次数: 1

摘要

提出了一种计算大型稀疏非对称矩阵特征对的高效预条件类牛顿方法。基于broyden型秩一更新公式，构造了线性化牛顿系统的预条件序列。研究了预条件矩阵的性质。数值结果表明，该算法是有效的。

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Preconditioned inexact Newton-like method for large nonsymmetric eigenvalue problems

An efficiently preconditioned Newton-like method for the computation of the eigenpairs of large and sparse nonsymmetric matrices is proposed. A sequence of preconditioners based on the Broyden-type rank-one update formula are constructed for the solution of the linearized Newton system. The properties of the preconditioned matrix are investigated. Numerical results are given which reveal that the new proposed algorithms are efficient.

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来源期刊

Numerical Algebra Control and Optimization MATHEMATICS, APPLIED-

CiteScore

3.10

自引率

0.00%

发文量

期刊介绍： Numerical Algebra, Control and Optimization (NACO) aims at publishing original papers on any non-trivial interplay between control and optimization, and numerical techniques for their underlying linear and nonlinear algebraic systems. Topics of interest to NACO include the following: original research in theory, algorithms and applications of optimization; numerical methods for linear and nonlinear algebraic systems arising in modelling, control and optimisation; and original theoretical and applied research and development in the control of systems including all facets of control theory and its applications. In the application areas, special interests are on artificial intelligence and data sciences. The journal also welcomes expository submissions on subjects of current relevance to readers of the journal. The publication of papers in NACO is free of charge.