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

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Author Info
Giovanni Fasano () (Department of Applied Mathematics, University of Venice)

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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://www.dma.unive.it/wpdma/2008wp179.pdf
File Format: application/pdf
File Function: First version, 2008
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Publisher Info
Paper provided by Department of Applied Mathematics, University of Venice 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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Postal: Dorsoduro, 3825/E, 30123 Venezia
Phone: ++39 041 2346910-6911
Fax: ++ 39 041 5221756
Web page: http://www.dma.unive.it/
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Related research
Keywords: Iterative methods; 3-term recurrences; Conjugate Gradient method; Error Analysis; Preconditioning;

Find related papers by JEL classification:
C61 - Mathematical and Quantitative Methods - - Mathematical Methods and Programming - - - Optimization Techniques; Programming Models; Dynamic Analysis
C63 - Mathematical and Quantitative Methods - - Mathematical Methods and Programming - - - Computational Techniques

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