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  1. NIIテクニカル・レポート

NII Technical Report (NII-2001-002E):On the Behaviour of the Conjugate Residual Method for Singular Systems

https://doi.org/10.20736/0000000354
https://doi.org/10.20736/0000000354
ac21fc4a-91a2-458c-9fbf-5b1aa3e08e2e
名前 / ファイル ライセンス アクション
01-002E.pdf NII Technical Report (NII-2001-002E):On the Behaviour of the Conjugate Residual Method for Singular Systems (163.3 kB)
Item type レポート / Report(1)
公開日 2001-07-04
タイトル
言語 en
タイトル NII Technical Report (NII-2001-002E):On the Behaviour of the Conjugate Residual Method for Singular Systems
言語
言語 eng
キーワード
言語 ja
主題Scheme Other
主題 テクニカルレポート
キーワード
言語 en
主題Scheme Other
主題 Technical Report
資源タイプ
資源 http://purl.org/coar/resource_type/c_6501
タイプ departmental bulletin paper
ID登録
ID登録 10.20736/0000000354
ID登録タイプ JaLC
著者 速水, 謙

× 速水, 謙

ja 速水, 謙

en Hayami, Ken

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抄録
内容記述タイプ Abstract
内容記述 Consider applying the Conjugate Residual (CR) method, which is a Krylov subspace type iterative solver, to systems of linear equations $ A {\bf x} = {\bf b} $ or least squares problems $ {\displaystyle \min_{ {\bf x} \in \rn} \| {\bf b} - A {\bf x} \|_2 } $, where $ A $ is singular and nonsymmetric. We will show that when $R(A)^\perp=\ker A$, the CR method can be decomposed into the $ R(A) $ and $ \ker A $ components, and the necessary and sufficient condition for the CR method to converge to the least squares solution without breaking down for arbitrary $ {\bf b} $ and initial approximate solution $ {\bf x}_0, $ is that the symmetric part $ M(A) $ of $ A $ is semi-definite and $ \rank \, M(A) = \rank A $. Furthermore, when ${\bf x}_0 \in R(A), $ the approximate solution converges to the pseudo inverse solution. Next, we will also derive the necessary and sufficient condition for the CR method to converge to the least squares solution without breaking down for arbitrary initial approximate solutions, for the case when $ R(A) \oplus \ker A = \rn $ and $ {\bf b} \in R(A). $
言語 en
書誌情報 ja : NIIテクニカル・レポート
en : NII Technical Report

発行日 2001-07-04
出版者
言語 ja
出版者 国立情報学研究所
ISSN
収録物識別子タイプ ISSN
収録物識別子 1346-5597
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