| 一类特殊的非对称线性互补问题的两步迭代法 |
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| 引用本文： | 单美静,李郴良,唐清干.一类特殊的非对称线性互补问题的两步迭代法[J].桂林电子科技大学学报,2005,25(1):62-65. |
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| 作者姓名： | 单美静 李郴良 唐清干 |
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| 作者单位： | 桂林电子工业学院,计算科学与数学系,广西,桂林,541004 |
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| 基金项目： | 国家自然科学基金(10371035)，桂林电子工业学院软科学项目(D20348) |
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| 摘 要： | 线性互补问题的高效能算法在大规模科学计算与工程中至关重要。而两步迭代法是一个适合求解大规模问题的有效算法。基于非对称逐次超松弛迭代法和投影共轭梯度迭代法的思想,文中提出了一类求解系数矩阵为三对角非对称M矩阵的线性互补问题的USSORP-PCG算法——两步迭代法。在建立算法收敛性定理之后,证明了算法的收敛性。数值例子通过扩大系数矩阵的规模,并与逐次超松弛迭代法比较来验证算法对于大规模问题具有高效性和良好的收敛性。
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| 关 键 词： | 线性互补问题 USSORP-PCG算法 两步迭代法 收敛性 |
| 文章编号： | 1001-7437(2005)01-62-04 |
| 修稿时间： | 2004年11月24 |
Two-step Iterative Method for a Class of Special Unsymmetrical Linear Complementarity Problem |
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| SHAN Mei-jing,LI Chen-liang,TANG Qing-gan.Two-step Iterative Method for a Class of Special Unsymmetrical Linear Complementarity Problem[J].Journal of Guilin Institute of Electronic Technology,2005,25(1):62-65. |
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| Authors: | SHAN Mei-jing LI Chen-liang TANG Qing-gan |
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| Abstract: | It is significant to study the high efficiency methods for solving the linear complementarity problems commonly confronted in science and engineering. Two-step iterative method is an efficient method suitable for numerical computing. Motivated on the idea of USSORP method and PCG method, a two-step method for solving an unsymmetrical linear complementarity problem with tridiagonal matrix is proposed. A convergence theorem of the method is established and proved. Numerical experiment results demonstrate that the algorithm is efficient and reliable. |
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| Keywords: | linear complementary problem USSORP-PCG algorithm two-step iteration method convergence |
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