稀疏矩阵快速回代的Cholesky分解法  

CHOLESKY DECOMPOSITION METHOD OF FAST BACK SUBSTITUTION FOR SPARE MATRIX

作　　者：宋滔[1] 王绪本[1] 

机构地区：[1]成都理工大学地球物理学院,成都610059

出　　处：《物探化探计算技术》2013年第3期293-296,248-249,共4页Computing Techniques For Geophysical and Geochemical Exploration

基　　金：国家高技术研究发展计划(863计划)资助(2009AA06Z108)

摘　　要：采用一维压缩存储正演计算中的对称稀疏矩阵,进行Cholesky分解,利用分解后二个矩阵的对称性和稀疏性,对占用时间较多的回代过程采用先消去列的方法,实现快速回代。算例表明,采用该方法,对于点源场的求解与传统顺代回代求解法对比可以提高五倍的速度,对于大地电磁的正演问题,提高了二倍的速度。Using one-dimensional compression storage technique to forward calculate the symmetrical sparse matrix.According to the symmetry and sparsity of the two matrices after Cholesky decomposition,a method of eliminate column is used firstly for the process of back substitution which takes more time throughout the total process.The examples show that the solution speed for geoelectric field of point source is five times faster than old one with the new method,and it improves the speed for the MT forward problem as fast as two times.

关 键 词：对称稀疏矩阵 CHOLESKY分解 快速回代 

分 类 号：O151.21[理学—数学]