Smoothed Analysis for the Conjugate Gradient Algorithm

The purpose of this paper is to establish bounds on the rate of convergence of the conjugate gradient algorithm when the underlying matrix is a random positive definite perturbation of a deterministic positive definite matrix. We estimate all finite moments of a natural halting time when the random...

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Published in:Symmetry, Integrability and Geometry: Methods and Applications
Date:2016
Main Authors: Menon, G., Trogdon, T.
Format: Article
Language:English
Published: Інститут математики НАН України 2016
Online Access:https://nasplib.isofts.kiev.ua/handle/123456789/148528
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Journal Title:Digital Library of Periodicals of National Academy of Sciences of Ukraine
Cite this:Smoothed Analysis for the Conjugate Gradient Algorithm / G. Menon, T. Trogdon // Symmetry, Integrability and Geometry: Methods and Applications. — 2016. — Т. 12. — Бібліогр.: 22 назв. — англ.

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Digital Library of Periodicals of National Academy of Sciences of Ukraine