On a recursive method including both CG and Burg's algorithms

DOI10.1016/J.AMC.2012.07.024zbMath1286.65044OpenAlexW2048428389MaRDI QIDQ2449183

Masaya Matsuura

Publication date: 7 May 2014

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2012.07.024

zbMATH Keywords

conjugate gradient methodtime series analysisBurg's algorithmKrylov subspacesnumerical calculationCG method

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10)

Cites Work

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• On the theory of KM\(_2\)O-Langevin equations for stationary flows. III: Extension theorem
• A geometric proof of the fluctuation-dissipation theorem for the KM\(_2\)O-Langevin equation
• Methods of conjugate gradients for solving linear systems

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