Eigenvalue clustering of coefficient matrices in the iterative stride reductions for linear systems

Eigenvalue clustering of coefficient matrices in the iterative stride reductions for linear systems
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线性系统迭代步幅缩减中系数矩阵的特征值聚类

DOI:
10.1016/j.camwa.2015.11.022
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发表时间:
2016
期刊:
Computers Math. Appl.
影响因子:
--
通讯作者:
Masashi Iwasaki and Yoshimasa Nakamura
Masashi Iwasaki and Yoshimasa Nakamura
中科院分区:
--
文献类型:
--
作者:
Munehiro Nagata;Masatsugu Hada;Masashi Iwasaki and Yoshimasa Nakamura

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具有三对角系数矩阵的线性系统的求解器有时使用直接方法,如高斯消去法或循环约化法。在循环归约方法的每一步中,系数矩阵中的非零对角线外条目逐渐远离对角线条目,并最终消失。将循环折减法的步骤推广为步长折减法的形式。例如,两步降阶法与将三对角线性系统转化为五对角线性系统的循环降阶法的第一步相吻合。在这篇文章中,我们解释了具有三个非零带的系数矩阵的线性系统的任意步长缩减。然后,我们证明了任意步长减少等价于2步长减少和行和列排列的组合。从而阐明了步长缩减法分步过程中系数矩阵的特征值聚类。我们还提供了两个例子来验证这一性质。
Solvers for linear systems with tridiagonal coefficient matrices sometimes employ direct methods such as the Gauss elimination method or the cyclic reduction method. In each step of the cyclic reduction method, nonzero offdiagonal entries in the coefficient matrix move incrementally away from diagonal entries and eventually vanish. The steps of the cyclic reduction method are generalized as forms of the stride reduction method. For example, the 2-stride reduction method coincides with the 1st step of the cyclic reduction method which transforms tridiagonal linear systems into pentadiagonal systems. In this paper, we explain arbitrary-stride reduction for linear systems with coefficient matrices with three nonzero bands. We then show that arbitrary-stride reduction is equivalent to a combination of 2-stride reduction and row and column permutations. We thus clarify eigenvalue clustering of coefficient matrices in the step-by-step process of the stride reduction method. We also provide two examples verifying this property.
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