An imperfect conjugate gradient algorithm
Applications of Mathematics, Tome 27 (1982) no. 6, pp. 426-432.

Voir la notice de l'article provenant de la source Czech Digital Mathematics Library

A new biorthogonalization algorithm is defined which does not depend on the step-size used. The algorithm is suggested so as to minimize the total error after $n$ steps if imperfect steps are used. The majority of conjugate gradient algorithms are sensitive to the exactness of the line searches and this phenomenon may destroy the global efficiency of these algorithms.
DOI : 10.21136/AM.1982.103989
Classification : 65F10, 65K05, 90C25
Keywords: imperfect conjugate gradient algorithm; symmetric, positive definite matrix; biorthogonalization; line searches; global efficiency
@article{10_21136_AM_1982_103989,
     author = {Sloboda, Fridrich},
     title = {An imperfect conjugate gradient algorithm},
     journal = {Applications of Mathematics},
     pages = {426--432},
     publisher = {mathdoc},
     volume = {27},
     number = {6},
     year = {1982},
     doi = {10.21136/AM.1982.103989},
     mrnumber = {0678112},
     zbl = {0503.65017},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.21136/AM.1982.103989/}
}
TY  - JOUR
AU  - Sloboda, Fridrich
TI  - An imperfect conjugate gradient algorithm
JO  - Applications of Mathematics
PY  - 1982
SP  - 426
EP  - 432
VL  - 27
IS  - 6
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/articles/10.21136/AM.1982.103989/
DO  - 10.21136/AM.1982.103989
LA  - en
ID  - 10_21136_AM_1982_103989
ER  - 
%0 Journal Article
%A Sloboda, Fridrich
%T An imperfect conjugate gradient algorithm
%J Applications of Mathematics
%D 1982
%P 426-432
%V 27
%N 6
%I mathdoc
%U http://geodesic.mathdoc.fr/articles/10.21136/AM.1982.103989/
%R 10.21136/AM.1982.103989
%G en
%F 10_21136_AM_1982_103989
Sloboda, Fridrich. An imperfect conjugate gradient algorithm. Applications of Mathematics, Tome 27 (1982) no. 6, pp. 426-432. doi : 10.21136/AM.1982.103989. http://geodesic.mathdoc.fr/articles/10.21136/AM.1982.103989/

Cité par Sources :