Steepest Descent and Conjugate Gradient Methods with Variable Preconditioning

DOI10.1137/060675290zbMath1156.65030arXivmath/0605767OpenAlexW2161992803WikidataQ56504438 ScholiaQ56504438MaRDI QIDQ3537448

Ilya V. Lashuk, Andrew V. Knyazev

Publication date: 6 November 2008

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

Full work available at URL: https://arxiv.org/abs/math/0605767

zbMATH Keywords

convergencecondition numberGram-Schmidt orthogonalizationsteepest descentHouseholder reflectioninner-outer iterationsconjugate gradient method: variable preconditioning

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10) Numerical computation of matrix norms, conditioning, scaling (65F35) Orthogonalization in numerical linear algebra (65F25)

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