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Notes on a 3-term Conjugacy Recurrence for the Iterative Solution of Symmetric Linear Systems

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  • Giovanni Fasano

    ()
    (Department of Applied Mathematics, University of Venice)

Abstract

We consider a 3-term recurrence, namely CG_2step, for the iterative solution of symmetric linear systems. The new algorithm generates conjugate directions and extends some standard theoretical properties of the Conjugate Gradient (CG) method [10]. We prove the finite convergence of CG_2step, and we provide some error analysis. Then, we introduce preconditioning for CG_2step, and we prove that standard error bounds for the CG also hold for our proposal.

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File URL: http://virgo.unive.it/wpideas/storage/2008wp179.pdf
File Function: First version, 2008
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Bibliographic Info

Paper provided by Department of Applied Mathematics, Università Ca' Foscari Venezia in its series Working Papers with number 179.

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Length: 19 pages
Date of creation: Nov 2008
Date of revision:
Handle: RePEc:vnm:wpaper:179

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Related research

Keywords: Iterative methods; 3-term recurrences; Conjugate Gradient method; Error Analysis; Preconditioning;

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