2014级国际班课程材料_李备整理numerical analysis许香敏lecture 05 iterative techniques.pptxVIP

Chapter 7 Iterative Techniques in Matrix Algebra;7.1 Norms of Vectors and Matrices 7.2 Eigenvalues and Eigenvectors 7.3 Iterative Techniques for Solving Linear Systems 7.4 Error Bounds and Iterative Refinement 7.5 The Conjugate Gradient Method (optional) ;How do we determine whether a sequence of vectors converges to a solution of the system?;Definition: A vector norm on is a function, , from into with the following properties: ;Example: ;Example: the following linear system has the exact solution ;Definition: A sequence of vectors in is said to converge to with respect to the norm if, given any , there exists an integer such that for all . ;;;;;;;Definition: A matrix norm on the set of matrices is a real-valued function, , defined on this set, satisfying:;Definition: Natural, or induced, matrix norm: matrix norm defined in terms of vector norm: ;;;Methods for determining the distance between matrices;;Questions: How to generate the sequence? Will the sequence converge? What is the convergence rate? What is the error bound?;Two steps: ;;;If one of the diagonal entries is 0 and the system is nonsingular, a reordering of the equations can be performed so that ;;;;The results of the example imply that Gauss-Seidel method is superior to the Jacobi method. ;Theorem 7.21 If is strictly diagonally dominant, then for any choice of both the Jacobi and Gauss-Seidel methods give sequences that converge to the unique solution of;Corollary 7.20 If for any natural matrix norm and is a given vector, then the sequence defined by converges, for any to a vector and