Conjugate gradient method with preconditioning by projector
Conjugate gradient method with preconditioning by projector
复制标题
投影仪预处理的共轭梯度法
DOI：
10.1080/00207168808803625
复制
发表时间：
1988
影响因子：
1.8
通讯作者：
Z. Dostál
中科院分区：
文献类型：
--
作者：
Z. Dostál
本文提出用共轭投影法对共轭梯度法进行预处理。我们描述了一个算法，并证明了它的正确性。利用原系统矩阵的光滑特征向量的不变子空间与预处理投影的值域的补之间的差距，得到了预处理投影的预处理效果的一个估计.文中给出了数值试验结果，表明该方法在实际计算中是有效的。
Preconditioning of the conjugate gradient method by a conjugate projector has been suggested. We describe an algorithm and prove its correctness. An estimate of the preconditioning effect in terms of the gap between the invariant subspace of smooth eigenvectors of a matrix of original system and the complement of the range of the preconditioning projector is obtained. The paper is supplied with results of a numerical experiment which suggest that the method may be efficient in practical computations.