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A new presentation of the conjugate direction algorithm - MaRDI portal

A new presentation of the conjugate direction algorithm (Q756359)

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scientific article; zbMATH DE number 4190982
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English
A new presentation of the conjugate direction algorithm
scientific article; zbMATH DE number 4190982

    Statements

    A new presentation of the conjugate direction algorithm (English)
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    1990
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    It is shown that a modification of the Gauss-Jordan algorithm for solving linear systems due to \textit{P. Huard} [Bull. Direction Études Rech. Sér. C Math. Inform. 1979, No.2, 79-98 (1979; M.R. 81i:90129 b)] is equivalent to the conjugate direction method.
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    positive definite matrix
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    Cholesky factorization
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    conjugate gradient
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    Gauss-Jordan algorithm
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    conjugate direction method
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