《A New Circulant Preconditioned GMRES Method for Solving Ordinary Differential Equation》.pdfVIP
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Chin.Quart.3.o{Math.
535—544
2012,27(4):
ANewCirculant
PreconditionedGMRES
Methodfor
SolvingOrdinary
Differential
Equation
ZHU
Mu—zheng
Mathematicsand
of
(School Statistics,HexiUniversity,Zhangye734000,China)
Abstract:The minimal isa
preconditioned common
generalizedresidual(GMRES)method
for
method and linear which indis.
solvingnon—symmetric,largesparse systemsoriginated
crete differential valuemethods.Inthis
ordinary equationsby
Boundary paper,wepropose
anewcirculant to the rateoftheGMRES
preconditionerspeedup convergence method,
whichiSaconvexlinearcombinationofP-circulantand circulant
Strang.typeprecondition-
ers.Theoreticaland are toshowthatthis
practical isfeasible
argumentsgiven preconditioner
andeffectiveinsomecases.
words:circulant value differential
Key preconditioner;boundary
method;ordinaryequation
(ODE);GMRES ,
MR
2000 SubjectClassi丘cation:65F10,65F50,65N22
CLCnumber:0241.6Document
code:A
Article
ID:1002—0462(2012)04—0535—10
§1. Introduction
considerthe linearinitialvalue
We following problem(
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