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关于用Broyden方法解线性方程组终止性的讨论
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摘要:
D.P.O′Leary在一定条件下证明了Broyden方法在求解n维线性方程线对至多2n步终止,又指出当该条件不成立时终止将提前发生,本文中的后者证明了既存在的提前终止的情况,也存在着恰好2n步终止的情况。
关键词:  线性方程组 Broyden方法 终止性
DOI:
基金项目:国家自然科学基金,北京市自然科学基金
A Note on Termination of Broyden Method for Linear System of Equations
Abstract:
D. P. O'Leary has proved that Broyden method must terminate in at most 2n steps on linear system of equations with n variables under certain conditions. He said that the termination would actually occur earlier when the conditions do not hold. It is proved that the Broyden method can be terminated earlier and/or terminated in 2n steps exactly when the conditions do not hold.
Key words:  linear equations,Broyden's method,termination,