Variational Analysis of Some Conjugate Gradient Methods
Variational Analysis of Some Conjugate Gradient Methods
Daniel B Szyld
The book Variational Analysis of Some Conjugate Gradient Methods was written by author Daniel B Szyld Here you can read free online of Variational Analysis of Some Conjugate Gradient Methods book, rate and share your impressions in comments. If you don't know what to write, just answer the question: Why is Variational Analysis of Some Conjugate Gradient Methods a good or bad book?
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We first describe the method developed by Concus, Golub [5] and Widlund [46], which is commonly known as the CGW method. The Galerkin condition has the form (32) and, as in the symmetric, positive definite case, it is satisfied by x k — x = Vky k, where y 9 k is the solution of (68) V k T AV k yi = V k T r . From (24), (28) and (67), it follows that (68) is equivalent to (69) Rk(I-Jk)y 9 k = Pie W . We note that p t = (uj, Mv{) is the first element of the diagonal matrix R k and that we therefo...re can simplify equation (69) to (70) (I-J k )y 9 k = e (1) . With the normalization given by (20), the LU factorization of (/ — J k ) = L k Uk requires no arithmetic; this is the reason for chosing (3 k in this way. The factors are i i r& i -i i i i -i i u k -72 03 -73 A >*+i 18 It is also easy to see that LkC(k) — e(i), where eT fc > := (1, 1, . . . , 1) . The triangular system UkVl = Hk) remains to be solved. We wish to obtain y 9 = U k l e. ( k \ directly from y 9 k _ 1 . Using block Gaussian elimination, we find that since u k = ' U k .
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