Lanczos Algorithm and Conjugate Gradient

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dc.contributor.advisorGreebaum, Anne
dc.contributor.advisorTrogdon, Tom
dc.contributor.authorli, hongdali
dc.date.accessioned2022-07-14T22:05:32Z
dc.date.available2022-07-14T22:05:32Z
dc.date.issued2022-07-14
dc.date.submitted2022
dc.descriptionThesis (Master's)--University of Washington, 2022
dc.description.abstractWe review results from the literature on the conjugate gradient algorithm for solving symmetric positive definite linear systems and the related Lanczos algorithm. We derive the conjugate gradient algorithm from the more general conjugate directionmethod, using projectors. We establish error bounds using exact arithmetic theory and also discuss what can happen when floating-point arithmetic is used. We present numerical experiments to illustrate this behavior.
dc.embargo.termsOpen Access
dc.format.mimetypeapplication/pdf
dc.identifier.otherli_washington_0250O_24133.pdf
dc.identifier.urihttp://hdl.handle.net/1773/48811
dc.language.isoen_US
dc.rightsCC BY
dc.subjectconjugate gradient
dc.subjectfloating-point arithmetic
dc.subjectlanczos algorithm
dc.subjectnumerical analysis
dc.subjectnumerical linear algebra
dc.subjectsymmetric eigenvalue problem
dc.subjectApplied mathematics
dc.subject.otherApplied mathematics
dc.titleLanczos Algorithm and Conjugate Gradient
dc.typeThesis

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