Geodesic
Minimization properties and short recurrences for Krylov subspace methods
Electronic transactions on numerical analysis, Tome 2 (1994), pp. 57-75.

Voir la notice de l'article provenant de la source Electronic Library of Mathematics

Summary: It is well known that generalized conjugate gradient (cg) methods, fulfilling a minimization property in the whole spanned Krylov space, cannot be formulated with short recurrences for nonsymmetric system matrices. Here, Krylov subspace methods are proposed that do fulfill a minimization property and can be implemented as short recurrence method at the same time.
Classification : 65F10, 65F50, 40A05
Keywords: conjugate gradients, convergence, linear systems, Krylov methods 
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     author = {Weiss, Rudiger},
     title = {Minimization properties and short recurrences for {Krylov} subspace methods},
     journal = {Electronic transactions on numerical analysis},
     pages = {57--75},
     publisher = {mathdoc},
     volume = {2},
     year = {1994},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/ETNA_1994__2__a9/}
}
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Weiss, Rudiger. Minimization properties and short recurrences for Krylov subspace methods. Electronic transactions on numerical analysis, Tome 2 (1994), pp. 57-75. http://geodesic.mathdoc.fr/item/ETNA_1994__2__a9/