Differentiating the Method of Conjugate Gradients

DOI10.1137/120889848zbMath1306.65180OpenAlexW1981186753WikidataQ58185670 ScholiaQ58185670MaRDI QIDQ2877081

David Titley-Peloquin, Serge Gratton, Jean Tshimanga Ilunga, Phillipe L. Toint

Publication date: 21 August 2014

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/120889848

zbMATH Keywords

conjugate gradient algorithmperturbation analysisnumerical experimentLanczos algorithmspectral norm condition number

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10) Numerical computation of matrix norms, conditioning, scaling (65F35)

Related Items (2)

Composite convergence bounds based on Chebyshev polynomials and finite precision conjugate gradient computations ⋮ Differentiating through conjugate gradient

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