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Reaching the superlinear convergence phase of the CG method |
Tartalom: | http://www.sciencedirect.com/science/article/pii/S0377042... |
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Archívum: | MTA Könyvtár |
Gyűjtemény: |
Status = Published
Type = Article |
Cím: |
Reaching the superlinear convergence phase of the CG method
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Létrehozó: |
Axelsson, Owe
Karátson, János
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Dátum: |
2014
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Téma: |
QA Mathematics / matematika
QA74 Analysis / analízis
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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
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Formátum: |
text
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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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Kapcsolat: |