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诺森实用迭代分析袁锦昀9787030420787科学出版社
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Preface to the Series in Information and Computational Science
Preface
Chapter 1 Introduction 1
1.1 Background in linear algebra 1
1.1.1 Basic symbols, notations, and de.nitions 1
1.1.2 Vector norm 2
1.1.3Matrix norm 4
1.1.4 Spectral radii 8
1.2 Spectralresultsofmatrix 10
1.3 Specialmatrices 15
1.3.1 Reducible and irreducible matrices 15
1.3.2 Diagonally dominant matrices 16
1.3.3 Nonnegative matrices 20
1.3.4 p-cyclic matrices 22
1.3.5 Toeplitz, Hankel, Cauchy, Cauchy-like and Hessenberg matrices 24
1.4 Matrix decoition 27
1.4.1 LU decoition 27
1.4.2 Singular value decoition 28
1.4.3 Conjugate decoition 30
1.4.4 Z decoition 32
1.4.5 S & T decoition 33
1.5 Exercises 37
Chapter 2 Basic Methods and Convergence 40
2.1 Basic concepts 40
2.2 The Jacobi method 43
. The Gauss-Seidel method 46
2.4 The SOR method 49
2.5 M-matrices and splitting methods 58
2.5.1 M-matrix 58
2.5.2 Splitting methods 60
2.5.3 Comparison theorems 62
2.5.4 Multi-splitting methods 66
2.5.5 Generalized Ostrowski-Reich theorem 67
2.6 Error analysis of iterative methods 69
27 Iterative re.nement 70
2.8 Exercises 75
Chapter 3 Non-stationary Methods 78
3.1 Conjugategradientmethods 79
3.1.1 Steepest descent method 79
3.1.2 Conjugate gradient method 80
3.1.3 Preconditioned conjugate gradient method 83
3.1.4 Generalized conjugate gradient method 85
3.1.5 Theoretical results on the conjugate gradient method 85
3.1.6 Generalized product-type methods based on Bi-CG 91
3.1.7 Inexact preconditioned conjugate gradient method 92
3.2 Lanczos method 93
3.3 GMRES method and MR method 95
3.3.1 GMRES method 95
3.3.2 MR method 98
3.3.3 Variants of the MR method 100
3.4 Direct projection methd 01
3.4.1 Theory of the direct projection method 102
3.4.2 Direct projection algorithms 105
3.5 Semi-conjugate direction method 107
3.5.1 Semi-conjugate vectors 107
3.5.2 Left conjugate direction method 110
3.5.3 One possible way to .nd left conjugate vector set 112
3.5.4 Remedy for breakdown 117
3.5.5 Relation with Gaussian elimination 119
3.6 Krylov subspace methods 121
3.7 Exercises 122
Chapter 4 Iterative Methods for Least Squares Problems 126
4.1 Introduction 126
4.2 Basic iterative methods 128
4.3 BlockSOR methods 131
4.3.1 Block SOR algorithms 131
4.3.2 Convergence and optimal factors 132
4.3.3 Example 135
4.4 Preconditioned conjugate gradient methods 136
4.5 Generalized least squares problems 138
4.5.1 Block SOR methods 139
4.5.2 Preconditioned conjugate gradient method 142
4.5.3 Comparison 143
4.5.4 SOR-like methods 144
4.6 Rank de.cient problems 148
4.6.1 Augmented system of normal equation 149
4.6.2 Block SOR algorithms 150
4.6.3 Convergence and optimal factor 151
4.6.4 Preconditioned conjugate gradient method 154
4.6.5 Comparison results 158
4.7 Exercises 161
Chapter 5 Preconditioners 163
5.1 LU decoition and orthogonal transformations 164
5.1.1 Gilbert and Peierls algorithm for LU decoition 164
5.1.2 Orthogonal transformations 166
5.2 Stationary preconditioners 167
5.2.1 Jacobi preconditioner 167
5.2.2 SSOR preconditioner 168
5.3 Incompletefactorization 169
5.3.1 Point incomplete factorization 170
5.3.2 Modi.ed incomplete factorization 172
5.3.3 Block incomplete factorization 172
5.4 Diagonally dominant preconditioner 173
5.5 Preconditionerforleastsquaresproblems 177
5.5.1 Preconditioner by LU decoition 179
5.5.2 Preconditioner by direct projection method 181
5.5.3 Preconditioner by R decoition 182
5.6 Exercises 186
Chapter 6 Singular Linear Systems 188
6.1 Introduction 188
6.2 Properties of singular systems 191
6.3 Splittingmethodsforsingularsystems 195
6.4 NonstationarymethodsforSingularsystems 219
6.4.1 symmetric and positive semide.nite systems 219
6.4.2 General systems 222
6.5 Exercises 225
Bibliography 228
Index 249
《信息与计算科学丛书》 253
评论
本书以不同的视角研究了基本迭代法在线系统中的应用。本书系统的介绍了作者及其团队的在迭代法方面的研究成果。从教学的角度讲本书可以使学生较快较容易地掌握重点和抓住要害。从科研的角度讲,本书给研究者提供了如何获得新思路以及如何做研究的方法。作者还给出了在研究方法方面的研究。为培养的自主科研能力,作者还提到的一些可能出现的问题以及可以用到的研究方法。
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