An incomplete inverse as a preconditioner for the conjugate gradient method
نویسندگان
چکیده
منابع مشابه
A Sparse Approximate Inverse Preconditioner for the Conjugate Gradient Method
A method for computing a sparse incomplete factorization of the inverse of a symmetric positive definite matrix A is developed, and the resulting factorized sparse approximate inverse is used as an explicit preconditioner for conjugate gradient calculations. It is proved that in exact arithmetic the preconditioner is well defined if A is an H-matrix. The results of numerical experiments are pre...
متن کاملA conjugate gradient based method for Decision Neural Network training
Decision Neural Network is a new approach for solving multi-objective decision-making problems based on artificial neural networks. Using inaccurate evaluation data, network training has improved and the number of educational data sets has decreased. The available training method is based on the gradient decent method (BP). One of its limitations is related to its convergence speed. Therefore,...
متن کاملRobust Approximate Inverse Preconditioning for the Conjugate Gradient Method
We present a variant of the AINV factorized sparse approximate inverse algorithm which is applicable to any symmetric positive definite matrix. The new preconditioner is breakdownfree and, when used in conjunction with the conjugate gradient method, results in a reliable solver for highly ill-conditioned linear systems. We also investigate an alternative approach to a stable approximate inverse...
متن کاملA Preconditioner for A Primal-Dual Newton Conjugate Gradient Method for Compressed Sensing Problems
In this paper we are concerned with the solution of Compressed Sensing (CS) problems where the signals to be recovered are sparse in coherent and redundant dictionaries. We extend the primal-dual Newton Conjugate Gradients (pdNCG) method in [11] for CS problems. We provide an inexpensive and provably effective preconditioning technique for linear systems using pdNCG. Numerical results are prese...
متن کاملAn Efficient Conjugate Gradient Algorithm for Unconstrained Optimization Problems
In this paper, an efficient conjugate gradient method for unconstrained optimization is introduced. Parameters of the method are obtained by solving an optimization problem, and using a variant of the modified secant condition. The new conjugate gradient parameter benefits from function information as well as gradient information in each iteration. The proposed method has global convergence und...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Computers & Mathematics with Applications
سال: 1993
ISSN: 0898-1221
DOI: 10.1016/0898-1221(93)90224-j