A new presentation of the conjugate direction algorithm (Q756359)
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English | A new presentation of the conjugate direction algorithm |
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A new presentation of the conjugate direction algorithm (English)
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1990
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It is shown that a modification of the Gauss-Jordan algorithm for solving linear systems due to \textit{P. Huard} [Bull. Direction Études Rech. Sér. C Math. Inform. 1979, No.2, 79-98 (1979; M.R. 81i:90129 b)] is equivalent to the conjugate direction method.
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positive definite matrix
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Cholesky factorization
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conjugate gradient
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Gauss-Jordan algorithm
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conjugate direction method
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