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JOURNALS // Matematicheskoe modelirovanie // Archive

Matem. Mod., 2011 Volume 23, Number 7, Pages 33–51 (Mi mm3129)

This article is cited in 5 papers

The improved form of the conjugated gradients method

N. N. Kalitkin, L. V. Kuzmina

M. V. Keldysh Institute for Applied Mathematics, Russian Academy of Sciences, Moscow

Abstract: The conjugated gradient method for systems of linear algebraic equations is investigated. The form of this method is constracted, which occured especially simple and stable under round-off errors. The criterium of iteration truncation is proposed based on prevailing of round-off errors. The numerical calculations were performed, illustrating peculiarities of the method convergency for good and ill posed problems.

Keywords: systems of linear algebraic equations, the conjugated gradients method, round-off errors, ill posed problems.

Received: 01.11.2010


 English version:
Mathematical Models and Computer Simulations, 2012, 4:1, 68–81

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© Steklov Math. Inst. of RAS, 2024