Methods for Matrix Inversion And for the Solution of Simultaneous Linear Algebra
Methods for Matrix Inversion And for the Solution of Simultaneous Linear Algebra
J H Curtiss
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The Hestenes- Stiefel method and Craig modification are presented. For- mulas for the inverse and determinant are given. Under theory, the basic orthogonality relation are stated but oroof is postponed to Section 6, 7. The fact that the method is essentially a variant of the fiethod of Conjugate Directions is proved. The latter method does not a priori admit zero direction vectors, however, and the resulting distinction between the Conjugate Gradient Method and the Method of Con- jugate Directi...ons is discussed with some care*, ^ New New •it ^'f *K New but unimportant. ;. J:*G'': l^ ', '^^€^ ::cni o^- 16. Section 6. 7. Proof of the basic theorem In the Conjugate Gradient M ethod . The Hestene3-Stlefel double-Induction proof, with a little more attention to the possibility of a breakdown of the algorithm than they gave. Section 6. 8. A generalization of the Conjugate Grad i ent ; ot hod Y A generalization is stated and proved which contains all the algorithms known to be useful in practice.
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