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Results tagged with na.numerical-analysis
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user 22429
Numerical algorithms for problems in analysis and algebra, scientific computation
8
votes
0
answers
477
views
Problems where Conjugate gradient works much better than GMRES
I am interested in cases where Conjugate gradient works much better than GMRES method.
In general, CG is preferable choice in many cases of SPD because it requires less storage and theoretical bound …
- 489
4
votes
1
answer
127
views
Conjugate gradient algorithm where first search direction is not equal to residual
In usual formulation of conjugate gradient algorithm initial search direction is taken to be the residual (so residual and search direction spans Krylov subspace). However, in cases where inexact Kryl …
- 489
2
votes
0
answers
184
views
Checking for error in conjugate gradient algorithm
What is a good way to check if the any numerical error is occured in conjugate gradient algorithm. Additionally why is it not suggested to check error by checking A-orthogonality of search direction o …
- 489
0
votes
1
answer
192
views
Ease of calculation of norm
I have SPD matrix A and two vectors z and b.
Is there exist a norm where I can calculate $||A^{1/2}b-z||$ without having to calculate $A^{1/2}b$ explicitly ?
- 489