Abstract:

Alternating direction iteration (ADI) scheme is an effective method for solving real positive definite linear systems; in many cases, however, the method requires that all the direction matrices involved are multiplication exchangeable, which severely limits the scope of application. In this paper, new revised alternating direction iteration (RADI) schemes are proposed, that do not stipulate the multiplication exchangeable requirement, thereby expanding the application scope. In parallel, measures to improve the efficiency of RADI schemes are also discussed.

Key words: real positive definite matrix, alternating direction iteration, regression to a single direction iterative, accuracy of a numerical results, parallel computing