A stochastic conjugate gradient method for the approximation of functions

DOI10.1016/J.CAM.2011.12.012MaRDI QIDQ765306zbMATH OpenOpenAlexFDO

Authors Hong Jiang, Paul Wilford

Publication date 19 March 2012

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1302.1945

zbMATH Keywords

convergenceleast squares solutionapproximation of functionsconvergence in probabilityleast squares problemstochastic samplingnormal equationpolynomial predistortionpower amplifier linearizationstochastic conjugate gradient method

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Iterative numerical methods for linear systems (65F10) Algorithms for approximation of functions (65D15)

Abstract: A stochastic conjugate gradient method for approximation of a function is proposed. The proposed method avoids computing and storing the covariance matrix in the normal equations for the least squares solution. In addition, the method performs the conjugate gradient steps by using an inner product that is based stochastic sampling. Theoretical analysis shows that the method is convergent in probability. The method has applications in such fields as predistortion for the linearization of power amplifiers.

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Cited in

(7)

• scientific article; zbMATH DE number 5883928 (Why is no real title available?)
• Gradient-based iterative identification for Wiener nonlinear dynamic systems with moving average noises
• Gradient-Based Discrete-Time Concurrent Learning for Standalone Function Approximation
• An online conjugate gradient algorithm for large-scale data analysis in machine learning
• scientific article; zbMATH DE number 3922382 (Why is no real title available?)
• The conjugate gradient method for computing all the extremal stationary probability vectors of a stochastic matrix
• A linearly convergent stochastic recursive gradient method for convex optimization

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