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JOURNALS // Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki // Archive

Zh. Vychisl. Mat. Mat. Fiz., 2005 Volume 45, Number 3, Pages 374–382 (Mi zvmmf678)

This article is cited in 7 papers

Gradient methods with improved convergence rate

E. A. Alshinaa, A. A. Boltnevb, O. A. Kacherb

a Institute of Mathematical Modeling, Russian Academy of Sciences, Miusskaya pl. 4a, Moscow, 125047, Russia
b Moscow State Institute of Electronic Technology (Technical University)

Abstract: A very simple modification is proposed for the steepest descent and minimum residual methods that makes it possible to substantially improve the convergence rate of these methods. The proposed approach is universal and does not require any adjustment to the spectrum of a matrix. Its efficiency is confirmed by numerous computational experiments.

Key words: iterative methods, the steepest descent method, the minimum residual method, improving the convergence rate.

UDC: 519.614

Received: 26.08.2004


 English version:
Computational Mathematics and Mathematical Physics, 2005, 45:3, 356–365

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