A Deflated Version of the Conjugate Gradient Algorithm
نویسندگان
چکیده
منابع مشابه
A Deflated Version of the Conjugate Gradient Algorithm
We present a deflated version of the conjugate gradient algorithm for solving linear systems. The new algorithm can be useful in cases when a small number of eigenvalues of the iteration matrix are very close to the origin. It can also be useful when solving linear systems with multiple right-hand sides, since the eigenvalue information gathered from solving one linear system can be recycled fo...
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Many statistical applications require the solution of a symmetric positive definite covariance matrix, sometimes with a large number of right-hand sides of a statistical independence nature. With preconditioning, the preconditioned matrix has almost all the eigenvalues clustered within a narrow range, except for a few extreme eigenvalues deviating from the range rapidly. We derive a deflated ve...
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ژورنال
عنوان ژورنال: SIAM Journal on Scientific Computing
سال: 2000
ISSN: 1064-8275,1095-7197
DOI: 10.1137/s1064829598339761