Notes on a 3-term Conjugacy Recurrence for the Iterative Solution of Symmetric Linear Systems
AbstractWe 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 . 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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Bibliographic InfoPaper provided by Department of Applied Mathematics, Università Ca' Foscari Venezia in its series Working Papers with number 179.
Length: 19 pages
Date of creation: Nov 2008
Date of revision:
Iterative methods; 3-term recurrences; Conjugate Gradient method; Error Analysis; Preconditioning;
Find related papers by JEL classification:
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
This paper has been announced in the following NEP Reports:
- NEP-ALL-2008-12-01 (All new papers)
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