Duality in conjugate gradient methods

DOI10.1023/A:1019154707108MaRDI QIDQ1969406zbMATH OpenOpenAlexFDO

Authors Paolo Foschi, C. G. Broyden

Publication date 21 September 2000

Published in Numerical Algorithms (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1019154707108

zbMATH Keywords

conjugate gradient methodsdual algorithmsdualitylinear equationsnumerical stabilitypreconditioningreverse algorithms

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10) Numerical computation of matrix norms, conditioning, scaling (65F35)

Review text

The authors present the reverse algorithms of \textit{Cs. J. Hegedüs} [Comput. Math. Appl. 21, No. 1, 71-85 (1991; Zbl 0727.65023)] in a new perspective and show how they are related to the more conventional algorithms if the latter is regarded as solving problems involving the original preconditioning matrices. The dual algorithms obtained are shown to be equivalent to the reverse algorithms of Hegedüs and are subsequently generalized to their block forms. It is shown how these may be used to construct dual (or reverse) algorithms for solving equations with nonsymmetric coefficient matrices using only short recurrences. Several reasons why some of these algorithms may be more numerically stable than their primal counterparts are presented.

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Cited in

(3)

• A review of formal orthogonality in Lanczos-based methods
• Conjugate gradient method for dual-dual mixed formulations
• Dual gradient method for ill-posed problems using multiple repeated measurement data

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