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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. LOMI, 1981 Volume 111, Pages 145–150 (Mi znsl1792)

Convergence of a generalized method of conjugate gradients for the determination of the extremal eigenvalues of a matrix

G. V. Savinov


Abstract: For the determination of the minimal eigenvalue of a symmetric positive-definite matrix one obtains an estimate of the asymptotic rate of convergence of a generalized method of conjugate gradients, based on the method of the symmetric upper relaxation. One establishes the asymptotic value of the relaxation parameter.

UDC: 518.512.86


 English version:
Journal of Soviet Mathematics, 1984, 24:1, 95–98

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