Minimization properties and short recurrences for Krylov subspace methods
Electronic transactions on numerical analysis, Tome 2 (1994), pp. 57-75
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
Keywords: conjugate gradients, convergence, linear systems, Krylov methods
@article{ETNA_1994__2__a9,
author = {Weiss, Rudiger},
title = {Minimization properties and short recurrences for {Krylov} subspace methods},
journal = {Electronic transactions on numerical analysis},
pages = {57--75},
year = {1994},
volume = {2},
zbl = {0809.65027},
language = {en},
url = {http://geodesic.mathdoc.fr/item/ETNA_1994__2__a9/}
}
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/