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研究生:韋政明
研究生(外文):Wei-Cheng-Ming
論文名稱:ILU預條件化雙共軛梯度法及其改進
論文名稱(外文):Solving Sparse Linear Systems by ILU Preconditioned BiCG and BiCGStab Methods
指導教授:張康
學位類別:碩士
校院名稱:輔仁大學
系所名稱:數學系研究所
學門:數學及統計學門
學類:數學學類
論文種類:學術論文
論文出版年:2010
畢業學年度:98
語文別:英文
論文頁數:57
外文關鍵詞:Incomplete LUBiCGBiCGStabPreconditioner
相關次數:
  • 被引用被引用:0
  • 點閱點閱:347
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  • 下載下載:13
  • 收藏至我的研究室書目清單書目收藏:0
本論文主要探討不完全LU分解之方法,並將其結合預條件化雙共軛梯度法BiCG和BiCGStab用於解大型稀疏線性系統。在實驗中,我們以MATLAB為基礎,研究ILU(p)及ILUT(τ)條件化子對收歛速率與計算時間之影響。
In this thesis, we study the Incomplete LU(ILU) decomposition. Then we use various ILU precondiditoners with BiCG and BiCGStab methods to
solve sparse linear systems. Our experiments based on MATLAB softwares, which apply ILU(p) and ILUT(τ) as preconditioners to solve linear systems.
We compare the convergence rate and computing time for both methods to find at the effect of fill-in level p and the drop tolerance τ.
1 Introduction 1
2 Incomplete LU decomposition 2
3 Conjugate Gradient Methods 17
4 Preconditioning Step 24
5 Numerical Results 29
6 Conclusions 56
References
1. R. Fletcher, Conjugate gradient methods for indefinite systems, Lecture Notes in Math., 506 (1976), pp. 73-89.

2. C. Lanczos: An iteration method for the solution of the igenvalue problem of linear differential and integral operators, Jour. Research NBS Vol. 45 (1950), pp. 255-282.

3. The MathWorks.: Using Matlab. South Natick,MA (1996).

4. Y. Saad: ILUT:a dual threshold incomplete LU factorization,Num. Linear Algebra with App. Vol.1 (1994), pp. 387-402 .

5. Y. Saad: Iterative Methods for Sparse Linear Systems, Yousef Saad (2000).

6. H. A. Van Der Vorst and J. A. Meijerink: An iterative solution method for linear systems of which the coefficient matrix is a symmetric M-matrix, Math. Computation Vol 31 (1977), pp. 148-162.

7. H. A. Van Der Vorst: BI-CGSTAB: A fast and smoothly converging variant of BiCG for the solution of nonsymmetric linear systems, SIAM J. Sci. Stat. Comp. Vol.13 No. 2 (1992), pp. 631-644.

8. R. S. Varga.: Matrix Iterative Analysis. Prentic-Hall, Englewood Cliffs, NJ, (1962).
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