A practical termination criterion for the conjugate gradient method (Q1105318): Difference between revisions
From MaRDI portal
Set profile property. |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: Q5185900 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q3909906 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q3881429 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Methods of conjugate gradients for solving linear systems / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q3868672 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: The rate of convergence of conjugate gradients / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: The convergence behavior of Ritz values in the presence of close eigenvalues / rank | |||
Normal rank | |||
Latest revision as of 17:00, 18 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A practical termination criterion for the conjugate gradient method |
scientific article |
Statements
A practical termination criterion for the conjugate gradient method (English)
0 references
1988
0 references
Sei A positiv definit. Für die klassische Methode der konjugierten Gradienten zur Lösung von \(Ax=b\) wird ein Abbruchkriterium vorgeschlagen. Um \(\| x-x_ i\| /\| x\| \leq \epsilon\) zu erreichen, wird gerechnet bis \(\| b-Ax_ i\| \leq \mu_ 1^{(i)}\| x_ i\| \epsilon /(1+\epsilon)\) gilt. Dabei ist \(\mu_ 1^{(i)}\) eine Approximation des kleinsten Eigenwerts \(\mu_ 1\) von A. Diese wird durch eine Zusatzrechnung innerhalb des eigentlichen Verfahrens gewonnen.
0 references
conjugate gradient method
0 references
Lanczos method
0 references
smallest ``active'' eigenvalue
0 references
termination criterion
0 references
