A breakdown of the block CG method

DOI10.1080/10556789608805643MaRDI QIDQ4354080zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• 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
• A breakdown-free Lanczos type algorithm for solving linear systems
• A conjugate direction algorithm without line searches
• Avoiding breakdown and near-breakdown in Lanczos type algorithms
• Error Propagation in Numerical Processes
• Generating conjugate directions for arbitrary matrices by matrix equations. I
• Hyperbolic Pairs in the Method of Conjugate Gradients
• LSQR: An Algorithm for Sparse Linear Equations and Sparse Least Squares
• Matrix Analysis
• 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
• Variable Block CG Algorithms for Solving Large Sparse Symmetric Positive Definite Linear Systems on Parallel Computers, I: General Iterative Scheme

Cited in

(3)

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

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