日本応用数理学会論文誌
Online ISSN : 2424-0982
ISSN-L : 0917-2246
特異な系に対する共役残差法の収束性について
速水 謙
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ジャーナル フリー

2003 年 13 巻 1 号 p. 1-33

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Consider applying the Conjugate Residual (CR) method to systems of linear equations Ax = b or least squares problems min__<x∈R^2>‖b-Ax‖_2, where A ∈ R^<n×n> is singular and nonsymmetric. First, we prove that the necessary and sufficient condition for the method to converge to a least squares solution without breaking down for arbitrary b and initial approximate solution x_0 is that the symmetric part M(A) of A is semi-definite, rank M(A) = rankA, and R(A)^⊥ = kerA. Next, we derive the necessary and sufficient condition for the CR method to converge to a solution without breaking down for arbitrary b ∈ R(A) and arbitrary x_0.
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© 2003 一般社団法人 日本応用数理学会
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