A class of scaled direct methods for linear systems

DOI10.1007/BF00050789MaRDI QIDQ751174zbMATH OpenOpenAlexFDO

Authors József Abaffy, E. Spedicato

Publication date 1990

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf00050789

zbMATH Keywords

conjugate gradient methodGauss-Cholesky factorizationiterative direct methodscaling

Mathematics Subject Classification ID

Conditioning of matrices (15A12) Direct numerical methods for linear systems and matrix inversion (65F05) Iterative numerical methods for linear systems (65F10) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Numerical computation of matrix norms, conditioning, scaling (65F35)

Review text

This paper extends the iterative direct method of the authors and \textit{C. Broyden} [Numer. Math. 45, 361-376 (1984; Zbl 0535.65009)] to include scaling of the system matrix \(A_{m\times n}\). Assuming exact arithmetic, a starting vector is updated in m steps to give the solution x of \(Ax=b\). Each update takes 6 steps which can be chosen such that the method mimics the Gauss-Cholesky factorization, the conjugate gradient method and others.

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Cites work

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• Numerical experiments with the symmetric algorithm in the ABS class for linear systems
• On the numerical stability of Huang's and related methods
• The local convergence of ABS methods for nonlinear algebraic equations

Cited in

(8)

• The local convergence of ABS methods for nonlinear algebraic equations
• Solution of linear least squares via the ABS algorithm
• Linear scaling and the DIRECT algorithm
• A Low Complexity Scaling Method for the Lanczos Kernel in Fixed-Point Arithmetic
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• A bibliography of the ABS methods
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