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一种基于Broyden算法的预处理方法研究
引用本文:蒋鹏,杨庚.一种基于Broyden算法的预处理方法研究[J].南京邮电大学学报(自然科学版),2006,26(3):58-61,68.
作者姓名:蒋鹏  杨庚
作者单位:1. 南京邮电大学,计算机学院,江苏,南京,210003
2. 南京邮电大学,数理学院,江苏,南京,210003
基金项目:江苏省自然科学基金;江苏省自然科学基金;南京邮电大学校科研和教改项目
摘    要:非线性方程组的数值求解是工程实际应用中时常需要解决的问题。文中讨论了一种基于块Broyden算法的预处理方法。与传统算法不同之处是选取一个合适的预处理矩阵对块Bmyden矩阵进行预处理,以改善矩阵的条件数。数值计算表明,方法具有较快的收敛速度,能极大的减少迭代次数,从而提高方程的求解速度。因此,可适用于大规模科学与工程的高性能计算。

关 键 词:非线性方程组  块Broyden算法  预处理矩阵
文章编号:1673-5439(2006)03-0058-04
收稿时间:2005-11-10
修稿时间:2005-11-10

A Preconditioning Method Based on Broyden Algorithm
JIANG Peng,YANG Geng.A Preconditioning Method Based on Broyden Algorithm[J].Journal of Nanjing University of Posts and Telecommunications,2006,26(3):58-61,68.
Authors:JIANG Peng  YANG Geng
Institution:1. College of Computer, Nanjing University of Posts and Telecommunications, Nanjing 210003, China China; 2. College of Mathematics and Physics, Nanjing University of Posts and Telecommunications, Nanjing 210003,China
Abstract:Solving nonlinear equations is a problem often needed to be dealt with in the practical engineering applications. This paper discusses a preconditioning method based on block Broyden algorithm. Different from traditional algorithms, it first chooses a proper preconditioner to transform the system for improving the spectral properties of the block Broyden matrix. Experimental results show that this method has quicker convergence speed and can greatly reduce iteration count and increase solving speed. Therefore, it can be used in the large scale problems arising from scientific and engineering computing.
Keywords:Nonlinear equations  Block Broyden algorithm  Preconditioner
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