A Multipreconditioned Conjugate Gradient Algorithm
نویسندگان
چکیده
منابع مشابه
A Multipreconditioned Conjugate Gradient Algorithm
We propose a generalization of the conjugate gradient method that uses multiple preconditioners, combining them automatically in an optimal way. The derivation is described in detail, and analytical observations are made. A short recurrence relation does not hold in general for this new method, but in at least one case such a relation is satisfied: for two symmetric positive definite preconditi...
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ژورنال
عنوان ژورنال: SIAM Journal on Matrix Analysis and Applications
سال: 2006
ISSN: 0895-4798,1095-7162
DOI: 10.1137/040620047