Zapiski Nauchnykh Seminarov POMI, Computational methods and algorithms. Part V, Tome 111 (1981), pp. 145-150
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G. V. Savinov. Convergence of a generalized method of conjugate gradients for the determination of the extremal eigenvalues of a matrix. Zapiski Nauchnykh Seminarov POMI, Computational methods and algorithms. Part V, Tome 111 (1981), pp. 145-150. http://geodesic.mathdoc.fr/item/ZNSL_1981_111_a10/
@article{ZNSL_1981_111_a10,
author = {G. V. Savinov},
title = {Convergence of a generalized method of conjugate gradients for the determination of the extremal eigenvalues of a matrix},
journal = {Zapiski Nauchnykh Seminarov POMI},
pages = {145--150},
year = {1981},
volume = {111},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZNSL_1981_111_a10/}
}
TY - JOUR
AU - G. V. Savinov
TI - Convergence of a generalized method of conjugate gradients for the determination of the extremal eigenvalues of a matrix
JO - Zapiski Nauchnykh Seminarov POMI
PY - 1981
SP - 145
EP - 150
VL - 111
UR - http://geodesic.mathdoc.fr/item/ZNSL_1981_111_a10/
LA - ru
ID - ZNSL_1981_111_a10
ER -
%0 Journal Article
%A G. V. Savinov
%T Convergence of a generalized method of conjugate gradients for the determination of the extremal eigenvalues of a matrix
%J Zapiski Nauchnykh Seminarov POMI
%D 1981
%P 145-150
%V 111
%U http://geodesic.mathdoc.fr/item/ZNSL_1981_111_a10/
%G ru
%F ZNSL_1981_111_a10
For the determination of the minimal eigenvalue of a symmetric positive-definite matrix one obtains an estimate of the asymptotic rate of convergence of a generalized method of conjugate gradients, based on the method of the symmetric upper relaxation. One establishes the asymptotic value of the relaxation parameter.
