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一种基于对角化的抛物型最优控制问题的预处理子
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Abstract:
本文研究了求解抛物型偏微分方程约束的最优控制问题，利用对角化技巧，提出了一个新的基于对角化的预处理子，用于快速求解大型稀疏方程组。数值实验说明了预处理子的良好加速效果和稳定性。
In this paper, we study the solution of the optimal control problem constrained by parabolic partial differential equations. By using the diagonalization technique, we propose a new preconditioner based on diagonalization to quickly calculate the large sparse equation system. Numerical experiments demonstrate the good acceleration effect and stability of the preconditioner.
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