Semi-conjugate direction methods for real positive definite systems

DOI10.1023/B:BITN.0000025092.92213.DAMaRDI QIDQ1826460zbMATH OpenOpenAlexFDO

Authors Gene H. Golub, Robert J. Plemmons, W. A. G. Cecilio, Jinyun Yuan

Publication date 6 August 2004

Published in BIT (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/b:bitn.0000025092.92213.da

zbMATH Keywords

conjugate direction vectorsconjugate gradient methodGaussian eliminationleft conjugate direction methodLU decompositionnonsymmetric linear systemsnumerical examples

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10)

Review text

The authors propose a new iterative scheme for solving non-symmetric systems of linear equations -- the left conjugate direction method (LCD). This method is based on the concept of conjugate directions and does not rely upon a minimization problem in a Krylov subspace. LCD becomes the conjugate gradient method for symmetric positive definite matrices. It is shown that LCD obtains the solution of systems with dimension \(n\) in at most \(n\) steps in the absence of roundoff errors. The efficiency of LCD depends heavily on the choice of the initial conjugate direction. Although the paper gives some guidance how to choose this direction, an optimal choice is an open problem. Each step of LCD requires two matrix-vector multiplications, one of them with the transposed matrix. Some numerical examples are presented in which LCD was quite efficient compared to established iterative schemes.

Recommendations

• Study on semi-conjugate direction methods for non-symmetric systems
• scientific article; zbMATH DE number 1492836
• scientific article; zbMATH DE number 624931
• scientific article; zbMATH DE number 4039123
• Methods of semiconjugate directions

Cited in

(14)

• An optimal Q-OR Krylov subspace method for solving linear systems
• Global SCD algorithm for real positive definite linear systems with multiple right-hand sides
• Iterative processes in the Krylov-Sonneveld subspaces
• Averaged cubature schemes on the real positive semiaxis
• Hybrid methods based on LCG and GMRES
• Problems of parallel solution of large systems of linear algebraic equations
• Study on semi-conjugate direction methods for non-symmetric systems
• Methods of semiconjugate directions
• Left conjugate gradient method for non-Hermitian linear systems
• Conjugate decomposition and its applications
• Multi-preconditioned domain decomposition methods in the Krylov subspaces
• Deflated Krylov Iterations in Domain Decomposition Methods
• Generalized conjugate direction algorithm for solving general coupled Sylvester matrix equations
• Properties of semi-conjugate gradient methods for solving unsymmetric positive definite linear systems

This page was built for publication: Semi-conjugate direction methods for real positive definite systems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1826460)