BIT Numerical Mathematics

, Volume 44, Issue 1, pp 189–207

Semi-Conjugate Direction Methods for Real Positive Definite Systems

Authors

  • J. Y. Yuan
    • Departamento de MatemáticaUniversidade Federal do Paraná
  • G. H. Golub
    • Department of Computer ScienceStanford University
  • R. J. Plemmons
    • Department of Computer ScienceWake Forest University
  • W. A. G. Cecílio
    • Departamento de MatemáticaPontifícia Universidade Católica do Paraná
Article

DOI: 10.1023/B:BITN.0000025092.92213.da

Cite this article as:
Yuan, J.Y., Golub, G.H., Plemmons, R.J. et al. BIT Numerical Mathematics (2004) 44: 189. doi:10.1023/B:BITN.0000025092.92213.da

Abstract

In this preliminary work, left and right conjugate direction vectors are defined for nonsymmetric, nonsingular matrices A and some properties of these vectors are studied. A left conjugate direction (LCD) method for solving nonsymmetric systems of linear equations is proposed. The method has no breakdown for real positive definite systems. The method reduces to the usual conjugate gradient method when A is symmetric positive definite. A finite termination property of the semi-conjugate direction method is shown, providing a new simple proof of the finite termination property of conjugate gradient methods. The new method is well defined for all nonsingular M-matrices. Some techniques for overcoming breakdown are suggested for general nonsymmetric A. The connection between the semi-conjugate direction method and LU decomposition is established. The semi-conjugate direction method is successfully applied to solve some sample linear systems arising from linear partial differential equations, with attractive convergence rates. Some numerical experiments show the benefits of this method in comparison to well-known methods.

left conjugate direction vectorsright conjugate direction vectorsleft conjugate direction methodsemi-conjugate direction methodLU decompositionconjugate gradient methodGaussian eliminationsolution of nonsymmetric linear systems

Copyright information

© Kluwer Academic Publishers 2004