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{numerical-linear-algebra} questions involving algorithms for linear algebra computations.

1 vote
2 answers
3k views

Low-rank factorization of SPD matrix

I have a symmetric positive definite (SPD) matrix $A$ that needs to be factorized as ${A=SS^{T}}$. However, using the Cholesky decomposition for this purpose is prohibitive in terms of computational c …
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 …
2 votes
0 answers
873 views

Error bound on matrix vector multiplication

I am multiplying a matrix $A$ with vector $p$. However, the matrix $A$ isn't accurate. Some (a very small fraction) of the element's value is changed from $a_{i,j}$ to {0,$-a_{i,j}$, $2a_{i,j}$}. Ho …
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 …
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 …
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 ?