特異な系に対する共役残差法の収束性について  [in Japanese] On the Convergence of the Conjugate Residual Method for Singular Systems  [in Japanese]

    • 速水 謙 HAYAMI Ken
    • 国立情報学研究所 情報学基礎研究系 Foundations of Informatics Research Division National Institute of Informatics

Abstract

Consider applying the Conjugate Residual (CR) method to systems of linear equations Ax = b or least squares problems min__<x∈R^2>‖b-Ax‖_2, where A ∈ R^<n×n> is singular and nonsymmetric. First, we prove that the necessary and sufficient condition for the method to converge to a least squares solution without breaking down for arbitrary b and initial approximate solution x_0 is that the symmetric part M(A) of A is semi-definite, rank M(A) = rankA, and R(A)^⊥ = kerA. Next, we derive the necessary and sufficient condition for the CR method to converge to a solution without breaking down for arbitrary b ∈ R(A) and arbitrary x_0.

Journal

Transactions of the Japan Society for Industrial and Applied Mathematics   [List of Volumes]

Transactions of the Japan Society for Industrial and Applied Mathematics 13(1), 1-33, 2003-03-25  [Table of Contents]

The Japan Society for Industrial and Applied Mathematics

References:  29

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Cited by:  2

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Codes

  • NII Article ID (NAID) :
    110001878206
  • NII NACSIS-CAT ID (NCID) :
    AN10367166
  • Text Lang :
    JPN
  • Article Type :
    Journal Article
  • ISSN :
    09172246
  • NDL Article ID :
    6514355
  • NDL Source Classification :
    ZM31(科学技術--数学)
  • NDL Call No. :
    Z15-727
  • Databases :
    CJP  CJPref  NDL  NII-ELS