摘要
本文在求解线性方程组的共轭方向法的基础上,通过引入非奇异对称矩阵,给出一般的共轭梯度法.该方法推广了共轭梯度法(CG),且不同于预优共轭梯度法(PCG).数值例子表明该方法有效.
In this paper,by introducing a nonsingular symmetric parameter matrix,we present the general conjugate gradient(GCG)method based on the conjugate direction method,which extends the conjugate gradient(CG)method and differs from the preconditioned conjugate gradient(PCG)method.The numerical experiments are performed to show the effectiveness of this method.
作者
房喜明
令锋
傅守忠
Fang Ximing;Ling Feng;Fu Shouzhong(School of Mathematics and Statistics,Zhaoqing University,Zhaoqing 526000,China)
出处
《数学理论与应用》
2019年第2期62-71,共10页
Mathematical Theory and Applications
基金
Supported by Guangdong Natural Science Foundation(No.2015A030313704)
Zhaoqing University Research Program(No.611-612279)
关键词
对称正定矩阵
共轭梯度法
迭代法
Symmetric positive definite matrix
Conjugate gradient method
Iterative method