Zhong-Zhi Bai

For solving symmetric eigenvalue problems of extremely large matrices that cannot be stored in a whole in the computer memory, we propose a class of admissibly randomized coordinate descent methods by minimizing the corresponding Rayleigh quotients. These iteration methods only call of and operate on a column of the matrix at each of their iteration steps, so they require a small computer memory and have a small computational complexity. We analyze the convergence property of these admissibly randomized coordinate descent methods and confirm their implemental effectiveness by numerical experiments.

For solving large sparse systems of linear equations, we construct a paradigm of two‐step matrix splitting iteration methods and analyze its convergence property for the nonsingular and the positive‐definite matrix class. This two‐step matrix splitting iteration paradigm adopts only one single splitting of the coefficient matrix, together with several arbitrary iteration parameters. Hence, it can be constructed easily in actual applications, and can also recover a number of representatives of the existing two‐step matrix splitting iteration methods. This result provides systematic treatment for the two‐step matrix splitting iteration methods, establishes rigorous theory for their asymptotic convergence, and enriches algorithmic family of the linear iteration solvers, for the iterative solutions of large sparse linear systems.