论文标题
用于求解线性系统的几何算法
A Geometric Algorithm for Solving Linear Systems
论文作者
论文摘要
基于几何{\ it三角算法}用于测试凸集中一个点的成员资格,我们提出了一种用于测试真实线性系统$ ax = b $的新颖迭代算法,其中$ a $是$ m \ times n $ m \ tims n $ n $ n $ n $ n $ n $ n $。令$ c_ {a,r} $为椭圆形,确定为线性地图$ a $下的欧几里得球$ r $的图像。我们算法中的基本过程计算$ c_ {a,r} $中的一个点,该点在$ \ varepsilon $ to $ b $的$ \ varepsilon $之内,或用作证书证明$ b \ in c_ {a,r} $。每次迭代需要$ o(mn)$操作,当$ b $以$ c_ {a,r} $良好的定义时,迭代的数量与$ \ log {(1/\ varepsilon)} $成比例。如果$ ax = b $可解决,则算法将计算近似解决方案或最小值解决方案。否则,它将计算证书以无法清除性或最小值最小二乘解决方案。它也适用于复杂输入。在与最新算法BICGSTAB({\ it BI-CONJUGATE梯度方法稳定})的计算比较中,三角算法非常有竞争力。实际上,当Bicgstab的迭代不收敛时,我们的算法可以验证$ ax = b $是无法解析的,并且近似最小值最小二乘解决方案。三角算法是强大的,易于实施,不需要预处理,使其对从业者以及研究人员和教育者都有吸引力。
Based on the geometric {\it Triangle Algorithm} for testing membership of a point in a convex set, we present a novel iterative algorithm for testing the solvability of a real linear system $Ax=b$, where $A$ is an $m \times n$ matrix of arbitrary rank. Let $C_{A,r}$ be the ellipsoid determined as the image of the Euclidean ball of radius $r$ under the linear map $A$. The basic procedure in our algorithm computes a point in $C_{A,r}$ that is either within $\varepsilon$ distance to $b$, or acts as a certificate proving $b \not \in C_{A,r}$. Each iteration takes $O(mn)$ operations and when $b$ is well-situated in $C_{A,r}$, the number of iterations is proportional to $\log{(1/\varepsilon)}$. If $Ax=b$ is solvable the algorithm computes an approximate solution or the minimum-norm solution. Otherwise, it computes a certificate to unsolvability, or the minimum-norm least-squares solution. It is also applicable to complex input. In a computational comparison with the state-of-the-art algorithm BiCGSTAB ({\it Bi-conjugate gradient method stabilized}), the Triangle Algorithm is very competitive. In fact, when the iterates of BiCGSTAB do not converge, our algorithm can verify $Ax=b$ is unsolvable and approximate the minimum-norm least-squares solution. The Triangle Algorithm is robust, simple to implement, and requires no preconditioner, making it attractive to practitioners, as well as researchers and educators.