Preconditioned conjugate gradient methods for integral equations of the second kind defined on the half-line
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香港中文大學研究人員

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摘要We consider solving integral equations of the second kind defined on the half-line [0, infinity) by the preconditioned conjugate gradient method. Convergence is known to be slow due to the non-compactness of the associated integral operator. In this paper, we construct two different circulant integral operators to be used as preconditioners for the method to speed up its convergence rate. We prove that if the given integral operator is close to a convolution-type integral operator, then the preconditioned systems will have spectrum clustered around 1 and hence the preconditioned conjugate gradient method will converge superlinearly. Numerical examples are given to illustrate the fast convergence.
著者Chan RH, Lin FR
期刊名稱Journal of Computational Mathematics
出版年份1996
月份7
日期1
卷號14
期次3
出版社VSP BV
頁次223 - 236
國際標準期刊號0254-9409
電子國際標準期刊號1991-7139
語言英式英語
Web of Science 學科類別Mathematics; MATHEMATICS; Mathematics, Applied; MATHEMATICS, APPLIED

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