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Reaching the superlinear convergence phase of the CG method

  • Metaadatok
Tartalom: http://www.sciencedirect.com/science/article/pii/S0377042...
Archívum: MTA Könyvtár
Gyűjtemény: Status = Published


Type = Article
Cím:
Reaching the superlinear convergence phase of the CG method
Létrehozó:
Axelsson, Owe
Karátson, János
Dátum:
2014
Téma:
QA Mathematics / matematika
QA74 Analysis / analízis
Tartalmi leírás:
The rate of convergence of the conjugate gradient method takes place in essen-
tially three phases, with respectively a sublinear, a linear and a superlinear rate.
The paper examines when the superlinear phase is reached. To do this, two methods
are used. One is based on the K-condition number, thereby separating the eigenval-
ues in three sets: small and large outliers and intermediate eigenvalues. The other
is based on annihilating polynomials for the eigenvalues and, assuming various an-
alytical distributions of them, thereby using certain refined estimates. The results
are illustrated for some typical distributions of eigenvalues and with some numerical
tests.
Típus:
Article
PeerReviewed
Formátum:
text
Azonosító:
Axelsson, Owe and Karátson, János (2014) Reaching the superlinear convergence phase of the CG method. JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 260. pp. 244-257. ISSN 0377-0427
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