The block conjugate gradient algorithm and related methods
dc.contributor.author | O'Leary, Dianne P. | en_US |
dc.date.accessioned | 2006-04-07T17:27:23Z | |
dc.date.available | 2006-04-07T17:27:23Z | |
dc.date.issued | 1980-02 | en_US |
dc.identifier.citation | O'Leary, Dianne P. (1980/02)."The block conjugate gradient algorithm and related methods." Linear Algebra and its Applications 29(): 293-322. <http://hdl.handle.net/2027.42/23328> | en_US |
dc.identifier.uri | http://www.sciencedirect.com/science/article/B6V0R-45GWM37-T/2/61817ca45178e6911a3d537c05b4b1fb | en_US |
dc.identifier.uri | https://hdl.handle.net/2027.42/23328 | |
dc.description.abstract | The development of the Lanczos algorithm for finding eigenvalues of large sparse symmetric matrices was followed by that of block forms of the algorithm. In this paper, similar extensions are carried out for a relative of the Lanczos method, the conjugate gradient algorithm. The resulting block algorithms are useful for simultaneously solving multiple linear systems or for solving a single linear system in which the matrix has several separated eigenvalues or is not easily accessed on a computer. We develop a block biconjugate gradient algorithm for general matrices, and develop block conjugate gradient, minimum residual, and minimum error algorithms for symmetric semidefinite matrices. Bounds on the rate of convergence of the block conjugate gradient algorithm are presented, and issues related to computational implementation are discussed. Variants of the block conjugate gradient algorithm applicable to symmetric indefinite matrices are also developed. | en_US |
dc.format.extent | 1513320 bytes | |
dc.format.extent | 3118 bytes | |
dc.format.mimetype | application/pdf | |
dc.format.mimetype | text/plain | |
dc.language.iso | en_US | |
dc.publisher | Elsevier | en_US |
dc.title | The block conjugate gradient algorithm and related methods | en_US |
dc.type | Article | en_US |
dc.rights.robots | IndexNoFollow | en_US |
dc.subject.hlbsecondlevel | Mathematics | en_US |
dc.subject.hlbtoplevel | Science | en_US |
dc.description.peerreviewed | Peer Reviewed | en_US |
dc.contributor.affiliationum | Mathematics Department University of Michigan Ann Arbor, Michigan USA | en_US |
dc.description.bitstreamurl | http://deepblue.lib.umich.edu/bitstream/2027.42/23328/1/0000268.pdf | en_US |
dc.identifier.doi | http://dx.doi.org/10.1016/0024-3795(80)90247-5 | en_US |
dc.identifier.source | Linear Algebra and its Applications | en_US |
dc.owningcollname | Interdisciplinary and Peer-Reviewed |
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