Consider solving large sparse range symmetric singular linear systems $ A {\bf x}= {\bf b} $ which arise, for instance, in the discretization of convection diffusion equations with periodic boundary conditions, and partial differential equations for electromagnetic fields using the edge-based finite element method. In theory, the Generalized Minimal Residual (GMRES) method converges to the least squares solution for inconsistent systems if the coefficient matrix $A$ is range symmetric, i.e. $ {\rm R}(A)= {\rm R}(A^{ \rm T } )$, where $ {\rm R}(A)$ is the range space of $A$. We derived the necessary and sufficient conditions for GMRES to determine a least squares solution of inconsistent and consistent range symmetric systems assuming exact arithmetic except for the computation of the elements of the Hessenberg matrix. In practice, GMRES may not converge due to numerical instability. In order to improve the convergence, we propose using the pseudoinverse for the solution of the severely ill-conditioned Hessenberg systems in GMRES. Numerical experiments on inconsistent systems indicate that the method is effective and robust. Finally, we further improve the convergence of the method by reorthogonalizing the Modified Gram-Schmidt procedure.
翻译:考虑用基于边缘的有限元素法解决大量分散范围的单线性系统 $A $ {bf x}} {bf} b} 美元,例如,用定期边界条件分解对流扩散方程式产生的美元,以及使用基于边缘的有限元素法对电磁场部分差异方程式产生的美元。理论上,如果系数矩阵 $A 是范围对称的,则通用最小残余值(GMRES) 方法与不一致系统的最小方形解决方案一致,如果系数矩阵 $A (A) = rm R}(A) = $ $ & rm T } (A) = rm T} $, 美元是 $R} (A) 的分布空间。 我们为GMRES 设定了必要和充分的条件, 用于确定不一致和一致范围对称系统的最小方形解决方案, 假设精确的算术, 除非计算 Hesenberg 矩阵的元素, $ $ $ = = 数值不稳定性趋同。为了改进趋同, 我们提议使用正统的GMS 方法, 。