An Iterative Least-Square Method Suitable for Solving Large Sparse Matrices

DOI10.1093/COMJNL/6.2.202zbMATH Open0131.33901OpenAlexW2333597828MaRDI QIDQ5340360FDOQ5340360

Authors: I. M. Khabaza 

Publication date: 1963

Published in: The Computer Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/comjnl/6.2.202

zbMATH Keywords

numerical analysis

Cited In (11)

• On the asymptotic directions of the s-dimensional optimum gradient method
• Computational methods of linear algebra
• Iterative solution of linear systems in the 20th century
• A framework for generalized conjugate gradient methods -- with special emphasis on contributions by Rüdiger Weiß
• On numerical stability in large scale linear algebraic computations
• Delayed gradient methods for symmetric and positive definite linear systems
• s-step iterative methods for symmetric linear systems
• Acceleration of the scheduled relaxation Jacobi method: promising strategies for solving large, sparse linear systems
• Polynomial Preconditioned GMRES and GMRES-DR
• GMRES algorithms over 35 years
• Anderson acceleration of the Jacobi iterative method: an efficient alternative to Krylov methods for large, sparse linear systems

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