Modified conjugate gradient method for the solution of Ax = b

Journal of Scientific Computing

Volumn 13, Issue 2, 1998, Pages 173-183

  Gottlieb, Sigal ^a   Fischer, Paul F ^a  

^a BROWN UNIVERSITY   (United States)

Author keywords

Conjugate gradient method; Convergence rate; Krylov space; Modified conjugate gradient method; Stability

Indexed keywords

CONJUGATE GRADIENT METHOD; CONVERGENCE RATE; KRYLOV SPACES; MODIFIED CONJUGATE GRADIENT METHOD;

ALGORITHMS; APPROXIMATION THEORY; CONVERGENCE OF NUMERICAL METHODS; ERROR ANALYSIS; ITERATIVE METHODS; MATRIX ALGEBRA; POLYNOMIALS; SET THEORY; ANALYSIS; STABILITY;

COMPUTATIONAL METHODS; MATHEMATICAL TECHNIQUES;

CONJUGATE GRADIENT METHOD; KRYLOV SPACE;

EID: 0032092366     PISSN: 08857474     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1023222110984     Document Type: Article

References (6)

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3. Lanczos, C. (1952) Solution of Systems of linear equations by minimized iterations, J. Res. Nat. Bureau of Standards, 49, 33-53.
4. O'Leary, D. P. (1980). The block conjugate gradient algorithm and related methods. Linear Algebra and Its Appl. 29, 293-322.
5. Simon, H. D. (1984). The Lanczos method with partial reorthogonalization. Math. Comp. 42, 115-142.
6. van der Vorst, H. A. (1987). An iterative solution method for solving f(A) x = b, using Krylov subspace information obtained for the symmetric positive definite matrix A, J. Comp. Appl. Math. 18, 249-263.