Variational Analysis of Some Conjugate Gradient Methods

Cover Variational Analysis of Some Conjugate Gradient Methods
Variational Analysis of Some Conjugate Gradient Methods
Daniel B Szyld
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We first describe the method developed by Concus, Golub [5] and Widlund [46], which is commonly known as the CGW method. The Galerkin condition has the form (32) and, as in the symmetric, positive definite case, it is satisfied by x k — x = Vky k, where y 9 k is the solution of (68) V k T AV k yi = V k T r .
From (24), (28) and (67), it follows that (68) is equivalent to (69) Rk(I-Jk)y 9 k = Pie W .
We note that p t = (uj, Mv{) is the first element of the diagonal matrix R k and that we therefo
...re can simplify equation (69) to (70) (I-J k )y 9 k = e (1) .
With the normalization given by (20), the LU factorization of (/ — J k ) = L k Uk requires no arithmetic; this is the reason for chosing (3 k in this way. The factors are i i r& i -i i i i -i i u k -72 03 -73 A >*+i 18 It is also easy to see that LkC(k) — e(i), where eT fc > := (1, 1, . . . , 1) . The triangular system UkVl = Hk) remains to be solved. We wish to obtain y 9 = U k l e. ( k \ directly from y 9 k _ 1 . Using block Gaussian elimination, we find that since u k = ' U k .


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