设A为一实对称正定的严格对角占优矩阵.设A=D-B为A的Jacobi分裂.为了求解线性方程组Ax=b,在新提出的预处理子的基础上,我们采用预处理共轭梯度方法(PCG)来求解该问题.新提出的预处理子Pv=D+νvv~T,其中v=|B|e,e=(1,...,1)~T,ν=v~TBv/||v||_2~4,且ν使||cvv~T-B||_F达到极小.我们得到了预处理矩阵P_v~(-1)A特征值的上下界,它的界比JIN提出的预处理子的界简单紧凑.数值结果表明我们的预处理子的有效性.
Let A be real symmetric positive definite and strictly diagonally dominant. Let A = D - B be the Jacobi splitting of A. We propose a new preconditioner in the form of P,, = D + vvvT for solving the linear system Ax = b by the preconditioned conjugate gradient (PCG) method, where v is chosen to be v = |B|e with e -- (1,..., 1)T and v = vTBv/||v||42 minimizing ||cvvT - B||E We obtain lower and upper bounds of the eigenvalues of preconditioned matrix Pv-1A, which are sharper and simpler than Jin's preconditioner. Numerical results demonstrate the effectiveness of our preconditioners.