Analysis on the conjugate gradient method
作者:
Ya-Xiang Yuan*,
期刊:
Optimization Methods and Software
(Taylor Available online 1993)
卷期:
Volume 2,
issue 1
页码: 19-29
ISSN:1055-6788
年代: 1993
DOI:10.1080/10556789308805532
出版商: Gordon and Breach Science Publishers
关键词: Conjugate gradient;quadratic termination;linear convergence.
数据来源: Taylor
摘要:
In this paper we analyze the conjugate gradient method when the objective function is quadratic. We apply backward analyses to study the quadratic termination of the conjugate gradient method. Forward analyses are used to derive some properties of the conjugate gradient method, including the only linear convergence of the method and an upper bound for the rate of convergence.
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