A breakdown of the block CG method

DOI10.1080/10556789608805643zbMATH Open0933.65037OpenAlexW2037836444MaRDI QIDQ4354080FDOQ4354080

Authors: C. G. Broyden 

Publication date: 20 March 2000

Published in: Optimization Methods \& Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10556789608805643

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zbMATH Keywords

Hestenes-Stiefel methodstability analysiscomparison of methodsLanczos methodbreakdownblock conjugate gradient methodindefinite symmetric or nonsymmetric systems

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10) Numerical computation of matrix norms, conditioning, scaling (65F35) Conditioning of matrices (15A12)

Cites Work

• LSQR: An Algorithm for Sparse Linear Equations and Sparse Least Squares
• Avoiding breakdown and near-breakdown in Lanczos type algorithms
• Matrix Analysis
• A conjugate direction algorithm without line searches
• QMR: A quasi-minimal residual method for non-Hermitian linear systems
• Solution of Sparse Indefinite Systems of Linear Equations
• The block conjugate gradient algorithm and related methods
• A Completed Theory of the Unsymmetric Lanczos Process and Related Algorithms, Part I
• A Completed Theory of the Unsymmetric Lanczos Process and Related Algorithms. Part II
• Generating conjugate directions for arbitrary matrices by matrix equations. I
• A breakdown-free Lanczos type algorithm for solving linear systems
• Variable Block CG Algorithms for Solving Large Sparse Symmetric Positive Definite Linear Systems on Parallel Computers, I: General Iterative Scheme
• Error Propagation in Numerical Processes
• Hyperbolic Pairs in the Method of Conjugate Gradients

Cited In (3)

• A breakdown-free block conjugate gradient method
• Enhancing Block Cimmino for Sparse Linear Systems with Dense Columns via Schur Complement
• A review of formal orthogonality in Lanczos-based methods

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