SOLUTION OF SPARSE INDEFINITE SYSTEMS OF LINEAR EQUATIONS
SOLUTION OF SPARSE INDEFINITE SYSTEMS OF LINEAR EQUATIONS
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DOI：
10.1137/0712047
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发表时间：
1975-01-01
影响因子：
2.9
通讯作者：
SAUNDERS, MA
中科院分区：
文献类型：
--
作者：
PAIGE, CC;SAUNDERS, MA
作为三对角化Lanczos算法的逻辑发展，给出了求解对称正定矩阵A的线性方程组的共轭梯度法。这种方法提出了当A对称但不确定时求解这类系统的数值算法。当A较大且稀疏时，这些方法具有优势。
The method of conjugate gradients for solving systems of linear equations with a symmetric positive definite matrixAis given as a logical development of the Lanczos algorithm for tridiagonalizingA. This approach suggests numerical algorithms for solving such systems whenAis symmetric but indefinite. These methods have advantages whenAis large and sparse.