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Analysis of the Truncated Conjugate Gradient Method for Linear Matrix Equations

The matrix-oriented version of the conjugate gradient (CG) method can be used to approximate the solution to certain linear matrix equations. To limit memory consumption, low-rank reduction of the factored iterates is often employed, possibly leading to disruption of the regular convergence behavior. We analyze the properties of the method in the matrix regime and identify the quantities that are responsible for early termination, usually stagnation, when truncation is in effect. Moreover, we illustrate relations between CG and a projection technique directly applied to the same matrix equation.

Ketersediaan

Informasi Detail

Judul Seri

SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS; Vol.44 No.1 January-March 2023

No. Panggil

-

Penerbit

: .,

Deskripsi Fisik

p. 359-381

Bahasa

English

ISBN/ISSN

-

Klasifikasi

NONE

Tipe Isi

-

Tipe Media

-

Tipe Pembawa

-

Edisi

-

Subjek

LOW-RANK METHODS
CONJUGATE GRADIENTS
LINEAR MATRIX EQUATIONS
TRUNCATION STRATEGIES

Info Detail Spesifik

https://doi.org/10.1137/22M147880X

Pernyataan Tanggungjawab

Valeria Simoncini, Yue Hao

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