A generalized conjugate gradient, least square method (Q1078978): Difference between revisions

A generalized s-term truncated conjugate gradient method of least square type, earlier proposed by the author, is extended to a form more suitable for proving when the truncated version is identical to the full-term version. A proof of monotone convergence is presented and advantages with keeping a control term in the truncated version is pointed out. A computationally efficient new algorithm, based on a special inner product with a small demand of storage is also presented. We also give simplified and extended proofs of termination of the iterative sequence and of existence of an s-term recursion, identical to the full-term version. Important earlier results on this latter topic are found in papers by Voevodin (1983), Faber and Manteuffel (1984) and Joubert and Young (1984).