Device for rapidly solving a symmetric linear system on a...

G - Physics – 06 – F

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G06F 7/38 (2006.01) G06F 17/12 (2006.01) G06F 17/13 (2006.01)

Patent

CA 2044313

Abstract of the Disclosure: In order to solve a symmetric linear system given by Au = b, where A represents a symmetric coefficient matrix equal to a three-term sum of a diagonal matrix plus an upper triangular matrix plus a lower triangular matrix, b represents a right-hand side vector, and u represents a solution vector, a device calculates the solution vector by using the right-hand side vector, the diagonal matrix, and the upper triangular matrix. Supplied with an array (JA) representing a column number of the upper triangular matrix, a pointer array constructing section (11) constructs a pointer array (JL) which points to the lower triangular matrix. Supplied with an array (AA) and the array (JA) which collectively represent a combination of the diagonal matrix and the upper triangular matrix, a matrix decomposing section (12) decomposes the array (AA) into an approximate matrix (M) which approximates the symmetric coefficient matrix. A first product calculating section (16) calculates a first product vector (y) by using the array (AA), the array (JA), a first vector (x), and the pointer array (JL). A second product calculating section (17) calculates a second product vector (y') by using the approximate matrix (M) and the second vector (x'). An iterative calculating section (18) carries out iterative calculation on the array (AA), the array (JA), an array (B) representing the right-hand side vector, the first and the second product vectors (y) and (y'). The (Abstract of the Disclosure continued) iterative calculating section (18) iteratively provides the first and the second product calculating sections (16) and (17) with the first and the second vectors (x) and (x'), respectively. The iterative calculating section (18) produces the solution vector (u). The device may be supplied with the lower triangular matrix instead of the upper triangular matrix.

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