Gradient method with retards and generalizations

被引:115
作者
Friedlander, A
Martínez, JM
Molina, B
Raydan, M
机构
[1] Univ Estadual Campinas, IMEC, UNICAMP, Dept Appl Math, BR-13081970 Campinas, SP, Brazil
[2] Cent Univ Venezuela, Fac Ciencias, Dept Computat, Caracas 1041A, Venezuela
关键词
gradient method; Barzilai-Borwein method; Rayleigh quotient; conjugate gradient method; symmetric successive overrelaxation (SSOR) preconditioning strategy;
D O I
10.1137/S003614299427315X
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
A generalization of the steepest descent and other methods for solving a large scale symmetric positive definitive system Ax = b is presented. Given a positive integer m, the new iteration is given by x(k+1) = x(k) - lambda(x(nu(k)))(Ax(k) - b), where lambda(x(nu(k))) is the steepest descent step at a previous iteration nu(k) is an element of {k; k - 1 ,..., max {0, k - m}}. The global convergence to the solution of the problem is established under a more general framework, and numerical experiments are performed that suggest that some strategies for the choice of nu(k) give rise to efficient methods for obtaining approximate solutions of the system.
引用
收藏
页码:275 / 289
页数:15
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