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.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
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)
You can help add them by filling out this form.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Marco LiCalzi).
If references are entirely missing, you can add them using this form.