矩阵双分裂的收敛性及其比较-计算数学专业毕业论文.docxVIP

Acknowledgements I wish to express my sincerest gratitude to Professor Yongzhong Song, my su- pervisor, for his invaluable advice, constant support and encouragement throughout my graduate studies and research. His support has been of uttermost importance for the development of the results presented in the thesis. I would like to take my opportunity to thank Professors Li Wang, Zhiren Sun, Jinru Chen and Qiqui Du for thier selfness help during my studying at Nanjing Normal University. Moreover, many others should be appreciated sincerely for their kind help. They are Professors Yushun Wang, Deren Han, Wenyu Sun, Xin Chen and so on. Finally, I am grateful to my family for their endless love, which has been borne in my mind deeply, and bestirs me at any time. Juan Song Nanjing Normal University People’s Republic of China iii Chapter 1 Introduction All considerations in this paper are referred to the solution of linear equation system Ax = b, (1.1) where the nonsingular matrix A ∈ Cn×n is defined by the following decomposition: A = K ? L ? U (1.2) where K, L and U are diagonal, strictly lower triangular and strictly upper triangular matrices, respectively. It is assumed that K is nonsingular matrix. Single splitting iterative schemes In order to solve the system (1.1) with iterative methods, the coefficient matrix A is split into A = M ? N, (1.3) where M is nonsingular, then a linear stationary iterative formula for solving the system (1.1) can be described as x(i+1) = T x(i) + M ?1b, i = 0, 1, 2, · · · , where T = M ?1N is the iteration matrix. The splitting (1.3) is called a single splitting of A. The convergence and com- parisons for single splittings are studied in many papers and books. Many research results are comprehensively and systematically summarized in [5, 8, 9, 10, 11, 14]. 1 2C 2 CHAPTER 1. INTRODUCTION Double splitting iterative schemes In [12], Wo′znicki proposed a double splitting of A. We split the coefficient matrix A in the form A = P ? R ? S,