IMPROVING COMPARISON RESULTS ON PRECONDITIONED GENERALIZED ACCELERATED OVERRELAXATION METHODS†
IMPROVING COMPARISON RESULTS ON PRECONDITIONED GENERALIZED ACCELERATED OVERRELAXATION METHODS†
Journal of Applied Mathematics & Informatics. 2015. Jan, 33(1_2): 193-201
• Received : March 19, 2014
• Accepted : June 05, 2014
• Published : January 30, 2015
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GUANGBIN WANG
DEYU SUN

Abstract
In this paper, we present preconditioned generalized accelerated overrelaxation (GAOR) methods for solving weighted linear least square problems. We compare the spectral radii of the iteration matrices of the preconditioned and the original methods. The comparison results show that the preconditioned GAOR methods converge faster than the GAOR method whenever the GAOR method is convergent. Finally, we give a numerical example to confirm our theoretical results. AMS Mathematics Subject Classification : 65F10.
Keywords
1. Introduction
Consider the weighted linear least squares problem
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where W is the variance-covariance matrix. The problem has many scientific applications. A typical source is parameter estimation in mathematical modeling. This problem has been discussed in many books and articles. In order to solve it, one has to solve a nonsingular linear system as
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where
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is an invertible matrix with
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In order to solve the linear system using the GAOR method, we split H as
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Then, for ω ≠ 0, one GAOR method can be defined by
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where
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is the iteration matrix and
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In order to decrease the spectral radius of the iteration matrix, an effective method is to precondition the linear system (1.1), namely,
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then the preconditioned GAOR (PGAOR) method can be defined by
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where
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This paper is organized as follows. In Section 2, we propose three preconditioners and give the comparison theorems between the preconditioned and original methods. These results show that the preconditioned GAOR methods converge faster than the GAOR method whenever the GAOR method is convergent. In Section 3, we give one example to confirm our theoretical results.
2. Comparison results
In paper [5] , the preconditioners introduced by Zhou et al. are of the form
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In paper [3] , the following preconditioned linear system was considered
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where
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with
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S is a p × p matrix with 1 < p < n . And S was taken as follows:
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The preconditioned GAOR methods for solving (2.1) are
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where
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are iteration matrices for i = 1, 2, 3.
In paper [4] , the preconditioners introduced by Yun are of the form
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In this paper, we will consider new preconditioners
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where Si are defined as above and
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Then
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The preconditioned GAOR methods for solving
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are defined as follows
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where for i = 1, 2, 3,
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Lemma 2.1 ( [1 , 2] ). Let A R n×n be nonnegative and irreducible.Then
• (a):A has a positive real eigenvalue equal to its spectral radius ρ(A).
• (b):for ρ(A) ,there corresponds an eigenvector x> 0.
• (c):if0 ≠αx≤Ax≤βx, αx≠Ax, Ax≠βx for some nonnegative vector x, then α<ρ(A) <β and x is a positive vector.
Theorem 2.1. Let
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be the iteration matrices associated of the GAOR and preconditioned GAOR methods, respectively. If the matrix H is irreducible with D ≤ 0, E ≤ 0, B ≥ 0, C ≥ 0, bi,i +1 > 0, bi +1, i > 0, ci,i +1 > 0, ci +1, i > 0 for some i ∈ {1, 2, · · · , p − 1}, 0 < ω ≤ 1, 0 ≤ r < 1, then either
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or
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Proof . Since 0 < ω ≤ 1, 0 ≤ r < 1, D ≤ 0, E ≤ 0, B ≥ 0, C ≥ 0, it is easy to prove that both
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and Lr,ω are irreducible and non-negative. By Lemma 2.1, there is a positive vector x such that Lr,ωx = λx , where λ = ρ ( Lr,ω ). Then
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Since bi,i +1 > 0, bi +1, i > 0, ci,i +1 > 0, ci +1, i > 0 then S 1 > 0, V 1 > 0 and
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If λ < 1, then
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By Lemma 2.1, we get
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If λ > 1, then
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By Lemma 2.1, we get
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By the analogous proof of Theorem 2.1, we can prove the following two theorems.
Theorem 2.2. Let
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be the iteration matrices associated of the GAOR and preconditioned GAOR methods, respectively. If the matrix H is irreducible with D ≤ 0, E ≤ 0, B ≥ 0, C ≥ 0, bi,i +1 > 0, bi +1, i > 0, ci,i +1 > 0, ci +1, i > 0 for some i ∈ {1, 2, · · · , p − 1}, 0 < ω ≤ 1, 0 ≤ r < 1, then either
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Theorem 2.3. Let
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be the iteration matrices associated of the GAOR and preconditioned GAOR methods, respectively. If the matrix H is irreducible with D ≤ 0, E ≤ 0, B ≥ 0, C ≥ 0, bi,i +1 > 0, bi +1, i > 0, ci,i +1 > 0, ci +1, i > 0 for some i ∈ {1, 2, · · · , p − 1}, 0 < ω ≤ 1, 0 ≤ r < 1, then either
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Theorem 2.4. Under the assumptions of Theorem 2.1, then either
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or
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Proof . By Lemma 2.1, there is a positive vector x ,such that
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where λ = ρ ( Lr,ω ). Then
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Under the conditions of Theorem 2.1, we know that
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Thus
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Then
• (1) Ifλ< 1, thenBy Lemma 2.1, we get
• (2) Ifλ> 1, thenBy Lemma 2.1, we get
By the analogous proof of Theorem 2.4, we can prove the following one theorem.
Theorem 2.5. Under the assumptions of Theorem 2.1, then either
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or
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Theorem 2.6. Under the assumptions of Theorem 2.1, then either
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or
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Proof . By Lemma 2.1, there is a positive vector x ,such that
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where
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Then
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By assumptions, V 1 > 0. Hence we obtain the following results.
If λ < 1, then
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By Lemma 2.1, we get
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If λ > 1, then
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By Lemma 2.1, we get
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By the analogous proof of Theorem 2.6, we can prove the following two theorems.
Theorem 2.7. Let
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be the iteration matrices associated of the GAOR and preconditioned GAOR methods, respectively. If the matrix H is irreducible with D ≤ 0, E ≤ 0, B ≥ 0, C ≥ 0, bi,i +1 > 0, bi +1, i > 0, ci,i +1 > 0, ci +1, i > 0 for some i ∈ {1, 2, · · · , p − 1}, 0 < ω ≤ 1, 0 ≤ r < 1, then either
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Theorem 2.8. Let
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be the iteration matrices associated of the GAOR and preconditioned GAOR methods, respectively. If the matrix H is irreducible with D ≤ 0, E ≤ 0, B ≥ 0, C ≥ 0, bi,i +1 > 0, bi +1, i > 0, ci,i +1 > 0, ci +1, i > 0 for some i ∈ {1, 2, · · · , p − 1}, 0 < ω ≤ 1, 0 ≤ r < 1, then either
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3. Numerical exampleg
Now, we present an example to illustrate our theoretical results.
Example 3.1. The coefficient matrix H in (1.1) is given by
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Table 1 displays the spectral radii of the corresponding iteration matrices with some randomly chosen parameters r, ω, p . From Table 1 , we see that these results accord with Theorems 2.1-2.8.
The spectral radii of the GAOR and preconditioned GAOR iteration matrices
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Here
Remark: In this paper, we propose three preconditioners and give the comparison theorems between the preconditioned and original methods. These results show that the preconditioned GAOR methods converge faster than the GAOR method whenever the GAOR method is convergent.
BIO
Guangbin Wang received his Ph.D from Shanghai University, China in 2004. Since 2004 he has been at Qingdao University of Science and Technology, China. His research interests include numerical linear algebra, matrix theory.
Department of Mathematics, Qingdao University of Science and Technology, Qingdao 266061, China.
e-mail: wguangbin750828@sina.com
Deyu Sun received his BS from Jining University, China in 2012. Since 2012 he has been at Qingdao University of Science and Technology, China. His research interests include numerical linear algebra, matrix theory.
Department of Mathematics, Qingdao University of Science and Technology, Qingdao 266061, China.
e-mail: s2613@126.com
References
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Varga R.S. 2000 Matrix Iterative Analysis, in: Springer Series in Computational Mathematics, vol. 27 Springer-Verlag Berlin
Wang G.B. , Wang T. , Tan F.P. (2013) Some results on preconditioned GAOR methods Appl. Math. Comput. 219 5811 - 5816    DOI : 10.1016/j.amc.2012.12.021
Yun J.H. (2012) Comparison results on the preconditioned GAOR method for generalized least squares problems Int. J. Comput. Math. 89 2094 - 2105    DOI : 10.1080/00207160.2012.702898
Zhou X.X. , Song Y.Z. , Wang L. , Liu Q.S. (2009) Preconditioned GAOR methods for solving weighted linear least squares problems J. Comput. Appl. Math. 224 242 - 249    DOI : 10.1016/j.cam.2008.04.034