详细信息
预条件Krylov子空间法求解耦合Sylvester矩阵方程
Preconditioned Krylov Subspace Methods for Coupled Sylvester Matrix Equations
文献类型:期刊文献
中文题名:预条件Krylov子空间法求解耦合Sylvester矩阵方程
英文题名:Preconditioned Krylov Subspace Methods for Coupled Sylvester Matrix Equations
作者:徐冬梅[1];鲍亮[1];蔡兆克[1]
机构:[1]华东理工大学数学系,上海200237
年份:2015
卷号:41
期号:6
起止页码:871
中文期刊名:华东理工大学学报(自然科学版)
外文期刊名:Journal of East China University of Science and Technology
收录:CSTPCD;;Scopus;北大核心:【北大核心2014】;CSCD:【CSCD2015_2016】;
基金:中央高校基本科研业务费专项资金资助
语种:中文
中文关键词:预条件;Krylov子空间;耦合Sylvester矩阵方程
外文关键词:preconditioning; Krylov subspace; coupled Sylvester equations
摘要:基于Krylov子空间方法,求解耦合Sylvester矩阵方程并给出了预条件全局正交化方法以及预条件全局极小残量法两种方法,同时给出这两种方法的一些理论结果。数值实验的结果表明,采用预条件Krylov子空间方法求解该类方程非常有效。
Consider the numerical solution of coupled Sylvester matrix equations using Krylov subspace iterative methods are discussed in this paper.Such equations play a fundamental role in many systems and control applications. We present the preconditioned global full orthogonalization method and the preconditioned generalized minimal residual method for solving coupled Sylvester matrix equations.Some theoretical results are given.As numerical results show,it is essential to use preconditioning in association with Krylov subspace methods.
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