Accurate conjugate gradient methods for shifted systems

نویسندگان

  • Gerard L. G. Sleijpen
  • GERARD L. G. SLEIJPEN
چکیده

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 as several numerical experiments and we relate it to other implementations proposed in literature.

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تاریخ انتشار 2003