A breakdown of the block CG method (Q4354080)
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scientific article; zbMATH DE number 1060084
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| English | A breakdown of the block CG method |
scientific article; zbMATH DE number 1060084 |
Statements
A breakdown of the block CG method (English)
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20 March 2000
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Lanczos method
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breakdown
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stability analysis
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block conjugate gradient method
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indefinite symmetric or nonsymmetric systems
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Hestenes-Stiefel method
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comparison of methods
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0.8332844972610474
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0.818252682685852
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0.8164772391319275
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The paper deals with a stability analysis of the block conjugate gradient (cg) method when applied to indefinite symmetric or nonsymmetric systems. In particular, necessary and sufficient conditions for the avoidance of a breakdown are derived. Various special cases are examined by means of these conditions and it is found that the Lanczos versions are inherently more stable than the versions due to Hestenes and Stiefel.
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