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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Veröffentlicht in:Symmetry, Integrability and Geometry: Methods and Applications
Datum:2016
Hauptverfasser: Menon, G., Trogdon, T.
Format: Artikel
Sprache:English
Veröffentlicht: Інститут математики НАН України 2016
Online Zugang:https://nasplib.isofts.kiev.ua/handle/123456789/148528
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Назва журналу:Digital Library of Periodicals of National Academy of Sciences of Ukraine
Zitieren: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