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Avoiding breakdown in the CGS algorithm
Authors:Claude Brezinski  Hassane Sadok
Affiliation:(1) Laboratoire d'Analyse Numérique et d'Optimisation, UFR IEEA-M3, Université des Sciences et Techniques de Lille, Flandres-Artois, 59655 Villeneuve d'Ascq-Cedex, France
Abstract:The conjugate gradient squared algorithm can suffer of similar breakdowns as Lanczos type methods for the same reason that is the non-existence of some formal orthogonal polynomials. Thus curing such breakdowns is possible by jumping over these non-existing polynomials and using only those of them which exist. The technique used is similar to that employed for avoiding breakdowns in Lanczos type methods. The implementation of these new methods is discussed. Numerical examples are given.
Keywords:AMS (MOS) 65F10  65F25
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