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2230
.
[
]
=
,
(1)
0
R , R
( ) ,
, , [1].
, MINRES
(the minimal residual method), GMRES (the generalized minimal residual method),
c . ., . ., 2013
23
(2)
0 = 0 .
,
0 + (, 0 ),
(3)
(, 0 ) span{0 , 0 , . . . , 1 0 }
, 0 .
, ,
dim + (, 0 ) + ,
. .
1 (, 0 ) (, 0 ) = = + (, 0 ).
, (, 0 )
.
, .
= 0 + (, 0 ),
(4)
.
(, 0 )
= > 0 = (, 0 )
()
det =
0 = (, 0 ),
()
(3), (4), .
24
. ., . .
()
MINRES CG, () GMRES.
CG. , - ,
[4].
, (1) . , .
2.
, .
[4]. . (2)
1 = 1 ,
(5)
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2) 1 , , , .
. ,
= + ,
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,
. = 0, = 0, = 0
= 0, = 0. (6),
= .
, (6)
. , ,
[5].
[
] [
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] [
]
1
0
0
1 1
1
=
,
(7)
0
0
(1
1 )
1 ( = 1 1 ),
1
1
1
= (1
1 ) (1 ) = 1 1 =
25
. =
, (7)
[
[
=
(1
1 )
] [
1
0
1
1
]
.
(8)
(8) [6].
,
. ,
11
= ...
1
1
.. ,
.
..
.
11
..
, . = diag().
= 2 2 . = 2 2 +
, (7)
[
[
=
(1
1 )
0
2
] [
1
1
2
1
0
[
+
0
0
]
.
(9)
(9) .
(2), . (2)
1 = 1 ,
(10)
= ,
[
=
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1 )
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2
]
,
1
0
1
1
2
]
.
1. 1 (10)
, 1
1, 2 2
1
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,
26
. ., . .
. ,
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]
0
1
=
.
0 + 1
2 2
.
{, } 1
2 2 ,
1
2 2 = ,
= 2 2 ,
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= 0,
=
2 = 0,
= (2 2 ) =
0.
||||1 ||||2
.
|| ||||2 = ||(2 2 )1 ||2 = ||1 ||2 6 ||||2 ||1 ||2 ||||2 6
()
,
|| 6
||||1
.
()
, (11) ,
1
1
2 2
1
.
, 1, (10) CG.
, , , [7]. ,
,
, , . , ,
.
. [6]
. ,
.
, ,
:
11
12
13
14
1,21
1,2
12
22
23
24
2,21
2,2
13
3,2
33
34
3,21
23
24
34
44
4,21
4,2
= 14
. (12)
..
..
..
..
..
..
..
.
.
.
.
.
.
.
1,21 2,21
3,21 4,21 21,21 21,2
1,2
02,2
3,2
4,2
21,2
2,2
.
27
1.
[
]
1,2 , 2,2
, 3,2
, 4,2
, , 21,2
,
2,2 , = 1, , .
. (12) , , -, (12) . , ,
,
2,2 , .
2. ,
, .
. (12) . .
. (0) = .
(0)
(0)
(0)
11
13
1,21
(0)
(0)
(0)
33
3,21
(13 )
(0)
=
..
..
..
..
.
.
.
(0)
(1,21 )
(0)
(3,21 )
(0)
21,21
(0)
. 11 =
11 11 .
[
]
(1)
(1)
(1)
(1)
(1)
11 , 12 , 13 , 14 , , 1,21 , 1,2 ,
(1)
(0)
1,2 = 1
11 1,2 ,
(1)
(0)
1,21 = 1
11 1,21 ,
= 2, ,
]
[
(1)
(1)
(1)
(1)
(1)
11 , 12 , 13 , 14 , , 1,2 , 1,21 .
:
(0)
(0)
(1)
33
3,21
(13 )
(0.5)
..
..
..
..
=
.
.
.
.
(1)
(0)
(0)
(1,21 )
(3,21 )
21,21
(1)
(13 )
..
.
(1)
(1,21 )
(13)
(1)
2,21
(0)
2,21
(1)
(1)
(1,2 ) 1,,21 ,
= 1, , = + 1, ;
28
. ., . .
(1)
(0)
(1)
(1)
(1)
(1)
= 2, , = , ;
(14)
= 1, ;
2,2 , = , . , (1)
2,21 ,
(0)
(0.5)
2,21 .
(0)
, . 1
(1)
2,2 ,
(1)
2,2 = 22 22 .
,
[
]
(1)
(1)
22 , 23 , 24 , , 2,21 , 2,2 ,
[
(1)
(1)
(1)
22 , 23 , 24 , , 2,21 , 2,2
(1)
2,21 = 1
22 2,21 , = 2, .
:
(1)
(23 )
(1)
(0.5)
..
= +
.
(1)
(2,21 )
(1)
(23 )
..
.
(1)
(2,21 )
(0.5)
(15)
(1)
,
.
, . , ( + 1)- .
()
()
2+1,2+1
2+1,21
()
..
..
..
=
.
.
.
()
()
(21,2+1 )
21,21
,
, (13) (15), . ,
( + 1)- . ( + 1)- ,
(
(+1)
(1)
(1)
(2)
(2)
2+2,2+2 = diag (1,2+2 ) 1,2+2 + (3,2+2 ) 2,2+2 + +
(+1)
(+1)
+(2+1,2+2 ) 2+1,2+2
29
. - ,
-
]
[
(1)
(2)
(+1)
(1,2+2 ) , 2,2+2
, (3,2+2 ) , , (2+1,2+2 )
. 1
[
]
1,2+2 , 2,2+2
, 3,2+2
, , 2+1,2+2
, , 1 + 1,
(21,2+2 )*, = 0,
1
< ,
(21,2+2 )*, = 0.
, (14), ,
()
(21,2+2 )*, = 0.
3.
2 =
= = 0 ,
= {(, ) : 0 < < 1, 0 < < 1 },
, (2)
(1), .
,
(, ) = 2 2 (1 )2 . , .
. (1) , , . (12) ,
, .
1.
. .
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30 30 1488 496
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|| ||2 /||||2 106
, [6], , .
30
. ., . .
. .
. . ()
MATLAB. 1 .
, (
[6]).
, , , .
. . , ,
, . ,
,
. ,
, . ,
.
1.
Brezzi F. Mixed and Hybrid Finite Element Methods / F. Brezzi, M. Fortin. Springer
Verlag, 1991. 350 p.
2.
3.
4.
Saad Y. Iterative Methods for Sparse Linear Systems, second edn / Y. Saad. SIAM,
Philadelphia, PA, 2003. 547 p.
5.
6.
..
/ . . // . 1989.
. 29, 1. . 6774.
7.