报告题目：A General Alternating-Direction Implicit Framework with Gaussian Process Regression Parameter Prediction for Large Sparse Linear Systems

报告时间：2022-05-31  10:00 - 11:00

报告人：张娟 教授  湘潭大学

腾讯会议ID：345 773 4983

Abstract：In this talk, we propose an efficient general alternating-direction implicit (GADI) framework for solving large sparse linear systems. The convergence property of the GADI framework is discussed. Most of the existing ADI methods can be viewed as particular schemes of the developed framework. Meanwhile the GADI framework can derive new ADI methods. Moreover, as the algorithm efficiency is sensitive to the splitting parameters, we offer a data-driven approach, the Gaussian process regression (GPR) method based on the Bayesian inference, to predict the GADI framework's relatively optimal parameters. The GPR method requires a small training data set to learning the regression prediction mapping, which has both sufficient accuracy and high generalization capability. It allows us to efficiently solve linear systems with a one-shot computation, and does not require any repeated computations to obtain relatively optimal splitting parameters. Finally, we use the three-dimensional convection-diffusion equation and continuous Sylvester matrix equation to examine the performance of our proposed methods. Numerical results demonstrate that the proposed framework is faster tens to thousands of times than the existing ADI methods, such as (inexact) Hermitian and skew-Hermitian splitting type methods in which the consumption of obtaining relatively optimal splitting parameters is ignored. Due to the efficiency of the developed methods, we can solve much large linear systems which these existing ADI methods have been not reached.