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The solution of large scale linear systems with an application in environmental modelling

机译:大规模线性系统的解决方案及其在环境建模中的应用

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In this talk we introduce a method for solving systems of linear equations based on a deflation approach in which the convergence of stationary iterative methods (such as Jacobi or Gauss-Seidel) is accelerated. As the iterations proceed, information is obtained about the eigenvalues of the iteration matrix which cause either slow convergence, or divergence. These eigenvalues (and associated eigenvectors) are then deflated into a stiff subspace. This then leads to a coupled iteration process between the underlying iteration on the non-stiff space and a Newton iteration on the stiff system. This technique is applied to the task of fitting smoothing spline surfaces to meteorological data such as temperature or rainfall observations, using the method of minimising a Generalised Cross Validation (GCV) function. This application is computationally intensive, involving the solution of a series of linear systems whose size is the number of data points being interpolated which, across Australia can consist of up to 10000 points.
机译:在本演讲中,我们介绍一种基于紧缩方法的线性方程组求解方法,在此方法中,固定迭代方法(例如Jacobi或Gauss-Seidel)的收敛速度加快。随着迭代的进行,将获得有关迭代矩阵特征值的信息,这些特征值会导致收敛缓慢或发散。然后将这些特征值(和关联的特征向量)缩小到一个刚性子空间中。然后,这导致非刚性空间上的基础迭代与刚性系统上的牛顿迭代之间的耦合迭代过程。使用最小化广义交叉验证(GCV)函数的方法,将该技术应用于将平滑样条表面拟合到气象数据(例如温度或降雨观测值)的任务。此应用程序的计算量很大,涉及一系列线性系统的解决方案,其大小是要插值的数据点的数量,在整个澳大利亚范围内,最多可以包含10000个点。

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