ANALYSIS OF THE TRUNCATED CONJUGATE GRADIENT METHOD FOR LINEAR MATRIX EQUATIONS *
Overview & Synopsis
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 consumptions, 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.
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Document Information
| Document Title | ANALYSIS OF THE TRUNCATED CONJUGATE GRADIENT METHOD FOR LINEAR MATRIX EQUATIONS * |
|---|---|
| Author / Organization | Valeria Simoncini, Yue Hao |
| Subject & Discipline | Multidisciplinary Academic Open Research |
| Categories | Science & Mathematics |
| Publication Year | 2022 |
| License / Rights | Open Access / Creative Commons |
| Resource Verification | Listed PDF (Verification Pending) |
| Original Host Website |
HAL Open Science
(hal.science)
|
| File Format | application/pdf (Portable Document Format) |
| Language | EN |
| Catalog ID | DOC-258494 |
| Original Source Link | Visit Source Page on hal.science » |