非对称线性方程组的广义拟最小向后误差算法

摘要

正交投影方法已经广泛应用于求解线性方程组.人们很少注意到斜投影方法,事实上斜投影方法更适合于解大型非对称线性方程组.本文的目的是考虑一标准来判断是否一个给定的近似值是合适的,并给出一个算法来计算线性方程组Ax=b的解使得向后误差算法满足某个优化条件.%Orthogonal projection methods have been widely used to solve linear systems. Little attention has been given to oblique projection methods, but the class of oblique projection methods is particularly attractive for large nonsymmetric systems. The purpose of this paper is to consider a criterion for judging whether a given approximation is acceptable and present an algorithm which computes an approximate solution to the linear systems Ax=b such that the normwise backward error meets some optimality condition.