A Regularized Conjugate Gradient Method for Symmetric Positive Definite System of Linear Equations

A Regularized Conjugate Gradient Method for Symmetric Positive Definite System of Linear Equations

Year:    2002

Author:    Zhong-Zhi Bai, Shao-Liang Zhang

Journal of Computational Mathematics, Vol. 20 (2002), Iss. 4 : pp. 437–448

Abstract

A class of regularized conjugate gradient methods is presented for solving the large sparse system of linear equations of which the coefficient matrix is an ill-conditioned symmetric positive definite matrix. The convergence properties of these methods are discussed in depth, and the best possible choices of the parameters invoved in the new methods are investigated in detail. Numerical computations show that the new methods are more efficient and robust than both classical relaxation methods and classical conjugate direction methods.

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Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/2002-JCM-8930

Journal of Computational Mathematics, Vol. 20 (2002), Iss. 4 : pp. 437–448

Published online:    2002-01

AMS Subject Headings:   

Copyright:    COPYRIGHT: © Global Science Press

Pages:    12

Keywords:    Conjugate gradient method Symmetric positive definite matrix Regularization Ill-conditioned linear system.

Author Details

Zhong-Zhi Bai

Shao-Liang Zhang