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Conjugate Gradient Method×GMRES×
CampMètodes numèricsMètodes numèrics
FamíliaMachine learningMachine learning
Any d'origen19521986
Autor originalMagnus Hestenes and Eduard StiefelYoucef Saad and Martin H. Schultz
TipusIterative linear solverIterative linear solver for non-symmetric systems
Font seminalHestenes, M. R., & Stiefel, E. (1952). Methods of conjugate gradients for solving linear systems. Journal of Research of the National Bureau of Standards, 49(6), 409–436. DOI ↗Saad, Y., & Schultz, M. H. (1986). GMRES: A generalized minimal residual algorithm for solving nonsymmetric linear systems. SIAM Journal on Scientific and Statistical Computing, 7(3), 856–869. DOI ↗
ÀliesCG method, Krylov subspace methodGMRES(m), restarted GMRES, Krylov-GMRES
Relacionats11
ResumThe Conjugate Gradient (CG) Method is an iterative algorithm for solving large sparse symmetric positive-definite linear systems Ax = b, developed by Hestenes and Stiefel in 1952. It is one of the most widely used iterative solvers in scientific computing because it converges in at most n iterations for an n × n matrix and typically requires far fewer.GMRES (Generalized Minimal Residual) is an iterative method for solving large sparse non-symmetric or nonsymmetric linear systems Ax = b, developed by Saad and Schultz in 1986. It builds an orthonormal Krylov basis using Arnoldi's method and solves a least-squares problem to minimize residual at each iteration.
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