کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
4632126 | 1340636 | 2010 | 13 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
An inexact parallel splitting augmented Lagrangian method for large system of linear equations
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
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چکیده انگلیسی
Parallel iterative methods are powerful in solving large systems of linear equations (LEs). The existing parallel computing research results focus mainly on sparse systems or others with particular structure. Most are based on parallel implementation of the classical relaxation methods such as Gauss-Seidel, SOR, and AOR methods which can be efficiently carried out on multiprocessor system. In this paper, we propose a novel parallel splitting operator method in which we divide the coefficient matrix into two or three parts. Then we convert the original problem (LEs) into a monotone (linear) variational inequality problem (VI) with separable structure. Finally, an inexact parallel splitting augmented Lagrangian method is proposed to solve the variational inequality problem (VI). To avoid dealing with the matrix inverse operator, we introduce proper inexact terms in subproblems such that the complexity of each iteration of the proposed method is O(n2). In addition, the proposed method does not require any special structure of system of LEs under consideration. Convergence of the proposed methods in dealing with two and three separable operators respectively, is proved. Numerical computations are provided to show the applicability and robustness of the proposed methods.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Applied Mathematics and Computation - Volume 216, Issue 5, 1 May 2010, Pages 1624-1636
Journal: Applied Mathematics and Computation - Volume 216, Issue 5, 1 May 2010, Pages 1624-1636
نویسندگان
Zheng Peng, DongHua Wu,