Regularized conjugate gradient method for skew-symmetric indefinite system of linear equations and applications (Q883979): Difference between revisions

The authors present a class of regularized conjugate gradient methods for the normal equation of a system \(Ax=b\), where \(A\) is a nonsingular ill-conditioned and skew-symmetric matrix. The convergence of the new algorithm is proved and a detailed discussion on the possible choices of the parameters involved in the iteration is presented.