Optimum Accelerated Overrelaxation (AOR) Method for Systems with Positive Definite Coefficient Matrix

1983 ◽  
Vol 20 (4) ◽  
pp. 774-783 ◽  
Author(s):  
N. Gaïtanos ◽  
A. Hadjidimos ◽  
A. Yeyios
Author(s):  
Zhen Cai ◽  
Guozhen Hu ◽  
◽  

This study provides an insight into the asymptotic stability of a drilling inclination system with a time-varying delay. An appropriate Lyapunov–Krasovskii functional (LKF) is essential for the stability analysis of the abovementioned system. In general, an LKF is constructed with each coefficient matrix being positive definite, which results in considerable conservatism. Herein, to relax the conditions of the derived criteria, a novel LKF is proposed by avoiding the positive-definite restriction of some coefficient matrices and introducing additional free matrices simultaneously. Subsequently, this relaxed LKF is applied to derive a less conservative stability criterion for the abovementioned system. Finally, the effect of reducing the conservatism of the proposed LKF is verified based on two examples.


2013 ◽  
Vol 756-759 ◽  
pp. 2615-2619
Author(s):  
Jie Jing Liu

Linear system with H-matrix often appears in a wide variety of areas and is studied by many numerical researchers. In order to improve the convergence rates of iterative method solving the linear system whose coefficient matrix is an H-matrix. In this paper, a preconditioned AOR iterative method with a multi-parameters preconditioner with a general upper triangular matrix is proposed. In addition, the convergence of the coressponding iterative method are established. Lastly, we provide numerical experiments to illustrate the theoretical results.


2014 ◽  
Vol 2014 ◽  
pp. 1-6
Author(s):  
Shi-Liang Wu ◽  
Yu-Jun Liu

Hadjidimos (1978) proposed a classical accelerated overrelaxation (AOR) iterative method to solve the system of linear equations, and discussed its convergence under the conditions that the coefficient matrices are irreducible diagonal dominant,L-matrices, and consistently orders matrices. In this paper, a new version of the AOR method is presented. Some convergence results are derived when the coefficient matrices are irreducible diagonal dominant,H-matrices, symmetric positive definite matrices, andL-matrices. A relational graph for the new AOR method and the original AOR method is presented. Finally, a numerical example is presented to illustrate the efficiency of the proposed method.


Quantum ◽  
2021 ◽  
Vol 5 ◽  
pp. 573
Author(s):  
Davide Orsucci ◽  
Vedran Dunjko

Quantum algorithms for solving the Quantum Linear System (QLS) problem are among the most investigated quantum algorithms of recent times, with potential applications including the solution of computationally intractable differential equations and speed-ups in machine learning. A fundamental parameter governing the efficiency of QLS solvers is κ, the condition number of the coefficient matrix A, as it has been known since the inception of the QLS problem that for worst-case instances the runtime scales at least linearly in κ [Harrow, Hassidim and Lloyd, PRL 103, 150502 (2009)]. However, for the case of positive-definite matrices classical algorithms can solve linear systems with a runtime scaling as κ, a quadratic improvement compared to the the indefinite case. It is then natural to ask whether QLS solvers may hold an analogous improvement. In this work we answer the question in the negative, showing that solving a QLS entails a runtime linear in κ also when A is positive definite. We then identify broad classes of positive-definite QLS where this lower bound can be circumvented and present two new quantum algorithms featuring a quadratic speed-up in κ: the first is based on efficiently implementing a matrix-block-encoding of A−1, the second constructs a decomposition of the form A=LL† to precondition the system. These methods are widely applicable and both allow to efficiently solve BQP-complete problems.


2012 ◽  
Vol 2012 ◽  
pp. 1-17 ◽  
Author(s):  
N. Akhondi ◽  
F. Toutounian

We study the CSCS method for large Hermitian positive definite Toeplitz linear systems, which first appears in Ng's paper published in (Ng, 2003), and CSCS stands for circulant and skew circulant splitting of the coefficient matrix . In this paper, we present a new iteration method for the numerical solution of Hermitian positive definite Toeplitz systems of linear equations. The method is a two-parameter generation of the CSCS method such that when the two parameters involved are equal, it coincides with the CSCS method. We discuss the convergence property and optimal parameters of this method. Finally, we extend our method to BTTB matrices. Numerical experiments are presented to show the effectiveness of our new method.


2004 ◽  
Vol 2004 (25) ◽  
pp. 1315-1327
Author(s):  
R. R. Khazal ◽  
M. M. Chawla

For the solution of symmetric linear systems, the classical Cholesky method has proved to be difficult to parallelize. In the present paper, we first describe an elimination variant of Cholesky method to produce a lower triangular matrix which reduces the coefficient matrix of the system to an identity matrix. Then, this elimination method is combined with the partitioning method to obtain a parallel Cholesky algorithm. The total serial arithmetical operations count for the parallel algorithm is of the same order as that for the serial Cholesky method. The present parallel algorithm could thus perform withefficiencyclose to 1 if implemented on a multiprocessor machine. We also discuss theexistenceof the parallel algorithm; it is shown that for a symmetric and positive definite system, the presented parallel Cholesky algorithm is well defined and will run to completion.


2013 ◽  
Vol 2013 ◽  
pp. 1-4 ◽  
Author(s):  
Yu-Qin Bai ◽  
Yan-Ping Xiao ◽  
Wei-Yuan Ma

We present several iterations for preconditioners introduced by Tarazaga and Cuellar (2009), and study the convergence of the method for solving a linear system whose coefficient matrix is positive definite matrices, and we also find that they complete very well with the SOR iteration, which is shown through numerical examples.


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