位移全局GPBiCG方法求解Stein矩阵方程X + AXB = C
Shifted Global GPBiCG Method for Solving the Stein Matrix Equation X + AXB = C
摘要: 广义点积型双共轭梯度法(Generalized Product-type Biconjugate Gradient, GPBiCG)作为共轭梯度平方法(Conjugate Gradient Squared, CGS)和稳定双共轭梯度法(Biconjugate Gradient Stabilized, BiCGStab)的推广,收敛速度快于BiCGStab,收敛曲线比CGS更光滑。因此全局型GPBiCG方法被用于求解具有多个右端项的线性系统。基于全局GPBiCG方法,本文提出一种位移全局GPBiCG方法(Shifted Global GPBiCG, SGl-GPBiCG)求解Stein矩阵方程。该方法充分利用了Stein矩阵方程的位移结构。最后,我们给出数值算例验证了新方法的有效性。
Abstract: Generalized Product-type Biconjugate Gradient (GPBiCG) method can be regarded as generalizations of Conjugate Gradient Squared (CGS) and Biconjugate Gradient Stabilized (BiCGStab) methods which is faster than BiCGStab and its convergence is smoother than CGS. Then the global variant of GPBiCG method is proposed for linear systems with multiple right-hand sides. In this paper, we present a shifted global GPBiCG (SGl-GPBiCG) method for solving the Stein matrix equation based on the global GPBiCG method. The new method makes full use of the shifted structure of the Stein matrix equation. Finally, numerical examples are given to illustrate the effectiveness of the method.
文章引用:王平东, 李胜坤. 位移全局GPBiCG方法求解Stein矩阵方程X + AXB = C[J]. 应用数学进展, 2025, 14(12): 311-323. https://doi.org/10.12677/aam.2025.1412509

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