On numerical analysis of conjugate gradient method

DOI10.1007/BF03167286MaRDI QIDQ1328993zbMATH OpenOpenAlexFDO

Authors Zbigniew I. Woźnicki

Publication date 11 December 1994

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

Full work available at URL https://doi.org/10.1007/bf03167286

zbMATH Keywords

conjugate gradient methoderror estimatesline SOR methodpreconditioningstopping criteriasuccessive overrelaxation

Mathematics Subject Classification ID

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

Review text

The author spoils several pages by telling us what we should know since our first numerical analysis course: successive overrelaxation (SOR) methods, Banach's fixed point theorem and error analysis conclusions from it, the conjugate gradient method. Stopping criteria are developed using the well-known error estimates mentioned. More than half of the paper is devoted to numerical experiments. They compare line SOR with conjugate gradient methods with different preconditioning. The results show very different behaviour of the methods for standard and non-standard problems with discontinuous coefficients.

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Cites work

• An Iterative Solution Method for Linear Systems of Which the Coefficient Matrix is a Symmetric M-Matrix
• Block Preconditioning for the Conjugate Gradient Method
• Efficient Implementation of a Class of Preconditioned Conjugate Gradient Methods
• Guidelines for the usage of incomplete decompositions in solving sets of linear equations as they occur in practical problems
• scientific article; zbMATH DE number 3720254 (Why is no real title available?)
• Methods of conjugate gradients for solving linear systems
• The incomplete Cholesky-conjugate gradient method for the iterative solution of systems of linear equations

Cited in

(8)

• Nonnegative splitting theory
• On the discrete dynamic nature of the conjugate gradient method
• scientific article; zbMATH DE number 437444 (Why is no real title available?)
• scientific article; zbMATH DE number 671949 (Why is no real title available?)
• Comparison theorems for splittings of monotone matrices
• Analysis of the Truncated Conjugate Gradient Method for Linear Matrix Equations
• A new class of modified line-SOR algorithms
• On performance of SOR method for solving nonsymmetric linear systems

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