イトウ ショウジ ITOH Shoji
伊藤 祥司
所属 東京電機大学大学院 理工学研究科 理学専攻
東京電機大学大学院 先端科学技術研究科 数理学専攻
職種 特別専任教授
言語種別 英語
発行・発表の年月 2022/01
形態種別 学術研究論文
査読 査読あり
標題 Improvement of preconditioned bi-Lanczos-type algorithms with residual norm minimization for the stable solution of systems of linear equations
執筆形態 単著
掲載誌名 Japan Journal of Industrial and Applied Mathematics
出版社・発行元 Springer Science and Business Media LLC
巻・号・頁 39(1),19-74
担当区分 筆頭著者 , 責任著者
著者・共著者 Shoji Itoh
概要 Abstract

In this paper, improved algorithms are proposed for preconditioned bi-Lanczos-type methods with residual norm minimization for the stable solution of systems of linear equations. In particular, preconditioned algorithms pertaining to the bi-conjugate gradient stabilized method (BiCGStab) and the generalized product-type method based on the BiCG (GPBiCG) have been improved. These algorithms are more stable compared to conventional alternatives. Further, a stopping criterion changeover is proposed for use with these improved algorithms. This results in higher accuracy (lower true relative error) compared to the case where no changeover is done. Numerical results confirm the improvements with respect to the preconditioned BiCGStab, the preconditioned GPBiCG, and stopping criterion changeover. These improvements could potentially be applied to other preconditioned algorithms based on bi-Lanczos-type methods.
DOI 10.1007/s13160-021-00480-0
ISSNコード 0916-7005/1868-937X
PermalinkURL https://link.springer.com/content/pdf/10.1007/s13160-021-00480-0.pdf
researchmap用URL https://link.springer.com/article/10.1007/s13160-021-00480-0/fulltext.html