Convergence analysis of the global FOM and GMRES methods for solving matrix equations $AXB=C$ with SPD coefficients

نویسندگان

  • A. Rivaz Department of Mathematics and Computer Science‎, ‎Shahid Bahonar University of Kerman‎, ‎P.O.Box 761691‎, ‎Kerman‎, ‎Iran
  • A. Tajaddini Department of Mathematics and Computer Science‎, ‎Shahid Bahonar University of Kerman‎, ‎P.O.Box 761691‎, ‎Kerman‎, ‎Iran
  • F. Saberi Movahed Department of Mathematics and Computer Science‎, ‎Shahid Bahonar University of Kerman‎, ‎P.O.Box 761691‎, ‎Kerman‎, ‎Iran
  • M. Mohseni Moghadam Department of Mathematics and Computer Science‎, ‎Shahid Bahonar University of Kerman‎, ‎P.O.Box 761691‎, ‎Kerman‎, ‎Iran
چکیده مقاله:

In this paper‎, ‎we study convergence behavior of the global FOM (Gl-FOM) and global GMRES (Gl-GMRES) methods for solving the matrix equation $AXB=C$ where $A$ and $B$ are symmetric positive definite (SPD)‎. ‎We present some new theoretical results of these methods such as computable exact expressions and upper bounds for the norm of the error and residual‎. ‎In particular‎, ‎the obtained upper bounds for the Gl-FOM method help us to predict the behavior of the Frobenius norm of the Gl-FOM residual‎. ‎We also explore the worst-case convergence behavior of these methods‎. ‎Finally‎, ‎some numerical experiments are given to show the performance of the theoretical results‎.

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

convergence analysis of the global fom and gmres methods for solving matrix equations $axb=c$ with spd coefficients

in this paper‎, ‎we study convergence behavior of the global fom (gl-fom) and global gmres (gl-gmres) methods for solving the matrix equation $axb=c$ where $a$ and $b$ are symmetric positive definite (spd)‎. ‎we present some new theoretical results of these methods such as computable exact expressions and upper bounds for the norm of the error and residual‎. ‎in particular‎, ‎the obtained upper...

متن کامل

Preconditioned Global FOM and GMRES Methods for Solving Lyapunov Matrix Equations

This paper presents, a preconditioned version of global FOM and GMRES methods for solving Lyapunov matrix equations AX + XA = −BTB. These preconditioned methods are based on the global full orthogonalization and generalized minimal residual methods. For constructing effective preconditioners, we will use ADI spiliting of above lyapunov matrix equations. Numerical experiments show that the solut...

متن کامل

Weighted Versions of Gl-fom and Gl-gmres for Solving General Coupled Linear Matrix Equations

More recently, Beik and Salkuyeh [F. P. A. Beik and D. K. Salkuyeh, On the global Krylov subspace methods for solving general coupled matrix equations, Computers and Mathematics with Applications, 62 (2011) 4605–4613] have presented the Gl-FOM and Gl-GMRES algorithms for solving the general coupled linear matrix equations. In this paper, two new algorithms called weighted Gl-FOM (WGl-FOM) and w...

متن کامل

Theoretical results on the global GMRES method for solving generalized Sylvester matrix‎ ‎equations

‎The global generalized minimum residual (Gl-GMRES)‎ ‎method is examined for solving the generalized Sylvester matrix equation‎ ‎[sumlimits_{i = 1}^q {A_i } XB_i = C.]‎ ‎Some new theoretical results are elaborated for‎ ‎the proposed method by employing the Schur complement‎. ‎These results can be exploited to establish new convergence properties‎ ‎of the Gl-GMRES method for solving genera...

متن کامل

A weighted global GMRES algorithm with deflation for solving large Sylvester matrix equations

The solution of large scale Sylvester matrix equation plays an important role in control and large scientific computations. A popular approach is to use the global GMRES algorithm. In this work, we first consider the global GMRES algorithm with weighting strategy, and propose some new schemes based on residual to update the weighting matrix. Due to the growth of memory requirements and computat...

متن کامل

Global R-linear GMRES for solving a class of R-linear matrix equations

We present a new minimal residual method, called global R-linear GMRES, to solve the R-linear matrix equations X + AXB = C and X + AXB = C, where C, X ∈ Cm×n, X denotes the complex conjugate of X, X its complex conjugate transpose, and A, B are complex matrices with appropriate dimensions. We show that the new method requires fewer matrix-matrix products than the global GMRES method applied to ...

متن کامل

منابع من

با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ذخیره در منابع من قبلا به منابع من ذحیره شده

{@ msg_add @}


عنوان ژورنال

دوره 41  شماره 4

صفحات  981- 1001

تاریخ انتشار 2015-08-01

با دنبال کردن یک ژورنال هنگامی که شماره جدید این ژورنال منتشر می شود به شما از طریق ایمیل اطلاع داده می شود.

میزبانی شده توسط پلتفرم ابری doprax.com

copyright © 2015-2023