An automatic procedure for updating the block size in the block conjugate gradient method for solving linear systems

DOI10.1023/A:1022462721147MaRDI QIDQ1405653zbMATH OpenOpenAlexFDO

Authors A. A. Nikishin, A. Yu. Yeremin

Publication date 1 September 2003

Published in Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1022462721147

zbMATH Keywords

block conjugate gradient methodblock size reductionconvergencenumerical resultspreconditioning

Mathematics Subject Classification ID

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

Review text

The paper considers the problem of constructing an efficient automatic procedure for reducing the block size in the block conjugate gradient method insuring that the resulting rate of convergence is comparable with that of the block conjugate gradient method with constant block size. The numerical results provided show that, independently of the type of distribution of the smallest eigenvalues of the preconditioned matrix, the procedure suggested always leads to a decrease of the arithmetic costs with respect to those of the block method with constant block size.

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Cited in

(1)

• A deflated conjugate gradient method for multiple right hand sides and multiple shifts

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