Accurate conjugate gradient methods for families of shifted systems∗

نویسندگان

  • Jasper van den Eshof
  • Gerard L. G. Sleijpen
چکیده

We consider the solution of the linear system

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Accurate conjugate gradient methods for shifted systems

We present an efficient and accurate variant of the conjugate gradient method for solving families of shifted systems. In particular we are interested in shifted systems that occur in Tikhonov regularization for inverse problems since these problems can be sensitive to roundoff errors. The success of our method in achieving accurate approximations is supported by theoretical arguments as well a...

متن کامل

Solving large systems arising from fractional models by preconditioned methods

This study develops and analyzes preconditioned Krylov subspace methods to solve linear systems arising from discretization of the time-independent space-fractional models. First, we apply shifted Grunwald formulas to obtain a stable finite difference approximation to fractional advection-diffusion equations. Then, we employee two preconditioned iterative methods, namely, the preconditioned gen...

متن کامل

A Three-terms Conjugate Gradient Algorithm for Solving Large-Scale Systems of Nonlinear Equations

Nonlinear conjugate gradient method is well known in solving large-scale unconstrained optimization problems due to it’s low storage requirement and simple to implement. Research activities on it’s application to handle higher dimensional systems of nonlinear equations are just beginning. This paper presents a Threeterm Conjugate Gradient algorithm for solving Large-Scale systems of nonlinear e...

متن کامل

A New Hybrid Conjugate Gradient Method Based on Eigenvalue Analysis for Unconstrained Optimization Problems

In this paper‎, ‎two extended three-term conjugate gradient methods based on the Liu-Storey ({tt LS})‎ ‎conjugate gradient method are presented to solve unconstrained optimization problems‎. ‎A remarkable property of the proposed methods is that the search direction always satisfies‎ ‎the sufficient descent condition independent of line search method‎, ‎based on eigenvalue analysis‎. ‎The globa...

متن کامل

New variants of the global Krylov type methods for linear systems with multiple right-hand sides arising in elliptic PDEs

In this paper, we present new variants of global bi-conjugate gradient (Gl-BiCG) and global bi-conjugate residual (Gl-BiCR) methods for solving nonsymmetric linear systems with multiple right-hand sides. These methods are based on global oblique projections of the initial residual onto a matrix Krylov subspace. It is shown that these new algorithms converge faster and more smoothly than the Gl-...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2003