Necessary and Sufficient Conditions for the Existence of a Conjugate Gradient Method

Necessary and Sufficient Conditions for the Existence of a Conjugate Gradient Method
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共轭梯度法存在的充分必要条件

DOI:
10.1137/0721026
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发表时间:
1984
影响因子:
2.9
通讯作者:
T. Manteuffel
T. Manteuffel
中科院分区:
数学2区
文献类型:
--
作者:
V. Faber;T. Manteuffel

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我们刻画了矩阵A的$CG(s)$类,其中线性系统$A{\bf x} = {\bf b}$可以用s项共轭梯度法求解。我们证明,除了少数异常外,类$CG(s)$由已知共轭梯度方法的矩阵a组成。这些矩阵是厄米矩阵,$A^ * = A$,以及形式为$Ae^{i\theta} (dI + B)$的矩阵,其中$B^ * = - B$。
We characterize the class $CG(s)$ of matrices A for which the linear system $A{\bf x} = {\bf b}$ can be solved by an s-term conjugate gradient method. We show that, except for a few anomalies, the class $CG(s)$ consists of matrices A for which conjugate gradient methods are already known. These matrices are the Hermitian matrices, $A^ * = A$, and the matrices of the form $Ae^{i\theta} (dI + B)$, with $B^ * = - B$.