Iteration Process | No of Iterations | Relative Residual | |
GMRES | 9 | ||
LSQR | 7 | ||
20 | |||
6 | |||
3 | |||
2 |
In this paper, we propose and analyze iterative method based on projection techniques to solve a non-singular linear system $ Ax = b $. In particular, for a given positive integer $ m $, $ m $-dimensional successive projection method ($ m $D-SPM) for symmetric positive definite matrix $ A $, is generalized for non-singular matrix $ A $. Moreover, it is proved that $ m $D-SPM gives better result for large values of $ m $. Numerical experiments are carried out to demonstrate the superiority of the proposed method in comparison with other schemes in the scientific literature.
Citation: |
Table 1. Results for 4.1
Iteration Process | No of Iterations | Relative Residual | |
GMRES | 9 | ||
LSQR | 7 | ||
20 | |||
6 | |||
3 | |||
2 |
Table 2. Results for 4.2
Iteration Process | No of Iterations | Relative Residual | |
GMRES | 9 | ||
BiCG | 9 | ||
LSQR | 2 | ||
3 | |||
1 | |||
1 | |||
1 |
Table 3. Results for 4.3
Iteration Process | No of Iterations | Relative Residual | |
GMRES | 10 | ||
BiCG | 10 | ||
LSQR | 13 | ||
4 | |||
2 | |||
1 |
[1] | R. A. Horn and C. R. Johnson, Topics in Matrix Analysis, Cambridge University Press, Cambridge, 1991. doi: 10.1017/CBO9780511840371. |
[2] | G. Hou and L. Wang, A generalized iterative method and comparision results using projection techniques for solving linear systems, Appl. Math. Comput., 215 (2009), 806-817. doi: 10.1016/j.amc.2009.06.004. |
[3] | Y.-F. Jing and T.-Z. Huang, On a new iterative method for solving linear systems and comparision results, J. Comput. Appl. Math., 220 (2008), 74-84. doi: 10.1016/j.cam.2007.07.035. |
[4] | N. M. Nachtigal, S. C. Reddy and L. N. Trefethen, How fast are nonsymmetric matrix iterations?, SIAM J. Matrix Anal. Appl., 13 (1992), 778-795. doi: 10.1137/0613049. |
[5] | C. C. Paige and M. A. Saunders, LSQR: An algorithm for sparse linear equations and sparse least squares, ACM Trans. Math. Software, 8 (1982), 43-71. doi: 10.1145/355984.355989. |
[6] | Y. Saad, Iterative Methods for Sparse Linear Systems, 2$^nd$ edition, Society for Industrial and Applied Mathematics, Philadelphia, PA, 2003. doi: 10.1137/1.9780898718003. |
[7] | D. K. Salkuyeh, A generalization of the 2D-DSPM for solving linear system of equations, prperint, 2009, arXiv: 0906.1798. |
[8] | X. Sheng, Y. Su and G. Chen, A modification of minimal residual iterative method to solve linear systems, Math. Probl. Eng., 2009 (2009), 9pp. doi: 10.1155/2009/794589. |
[9] | N. Ujević, A new iterative method for solving linear systems, Appl. Math. Comput., 179 (2006), 725-730. doi: 10.1016/j.amc.2005.11.128. |