A class of scaled direct methods for linear systems (Q751174)
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English | A class of scaled direct methods for linear systems |
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A class of scaled direct methods for linear systems (English)
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1990
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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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iterative direct method
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scaling
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Gauss-Cholesky factorization
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conjugate gradient method
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