Preconditioned GMRES method for a class of Toeplitz linear systems in fractional eigenvalue problems

被引：2
|
作者：
Zuo, Qian [1 ,2 ]
He, Ying [1 ,2 ]
机构：
[1] Wuhan Univ, Sch Math & Stat, Wuhan 430072, Peoples R China
[2] Wuhan Univ, Hubei Key Lab Computat Sci, Wuhan 430072, Peoples R China
来源：
COMPUTATIONAL & APPLIED MATHEMATICS | 2020年 / 39卷 / 04期
基金：
中国国家自然科学基金;
关键词：
Fractional eigenvalue problems; Toeplitz linear systems; GMRES; Precondition; Strang circulant matrix; DIFFUSION EQUATION; SCHEME;
D O I：
10.1007/s40314-020-01258-9
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
In this paper, we consider the solution of a class of Toeplitz linear systems coming from the fractional eigenvalue problems. We construct the Strang circulant matrix as a preconditioner to solve the Toeplitz linear systems, and analyze the properties of eigenvalues of the preconditioned coefficient matrix. We also propose the preconditioned generalized minimal residuals method for solving this linear systems, and give the computational costs of this algorithm. The numerical examples show the effecticiency of our method.
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页数：21
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