Line search acceleration of iterative methods

DOI10.1016/0024-3795(90)90205-QMaRDI QIDQ915366zbMATH OpenOpenAlexFDO

Authors Achiya Dax

Publication date 1990

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0024-3795(90)90205-q

zbMATH Keywords

Column relaxationlarge linear systemsline search accelerationNumerical comparisonsRelaxation methodsrow relaxationsparse matricessuccessive overrelaxationunstructured matrices

Mathematics Subject Classification ID

Extrapolation to the limit, deferred corrections (65B05) Iterative numerical methods for linear systems (65F10) Computational methods for sparse matrices (65F50)

Review text

Relaxation methods are applied to solve real systems \(Ax=b\) where A is an \(m\times n\) matrix, large and sparse. An iterated method of solution is considered as a minimization algorithm for an objective function F(x); it is supposed that convergence is accelerated by minimizing F(x) along a line that connects successive iterants. This known technique is proved to be advantageous if A is unstructured (i.e. there is no simple rule which specifies the location of its nonzero elements), the computation of optimal parameters is avoided. Column relaxation and row relaxation are detailed. Numerical comparisons with a successive overrelaxation scheme is given.

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Cites work

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Cited in

(11)

• A projection method for semidefinite linear systems and its applications
• AIR tools -- a MATLAB package of algebraic iterative reconstruction methods
• Accelerating Vector Iteration Methods
• scientific article; zbMATH DE number 7604956 (Why is no real title available?)
• Error minimizing relaxation strategies in Landweber and Kaczmarz type iterations
• Adaptive relaxation strategy on basic iterative methods for solving linear systems with single and multiple right-hand sides
• Relaxation strategy for Richardson iterative method
• Projection methods for linear systems
• A computation study on an integrated alternating direction method of multipliers for large scale optimization
• Finding the orthogonal projection of a point onto an affine subspace
• A minimum norm approach for low-rank approximations of a matrix

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