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JOURNALS // Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki // Archive

Zh. Vychisl. Mat. Mat. Fiz., 2006 Volume 46, Number 1, Pages 7–11 (Mi zvmmf528)

This article is cited in 7 papers

A modification of conjugate direction methods

L. F. Yukhno

Institute of Mathematical Modeling, Russian Academy of Sciences, Miusskaya pl. 4a, Moscow, 125047, Russia

Abstract: A modification of well-known conjugate direction methods is proposed and examined. The modified methods are more stable with respect to round-off error accumulation and are applicable to ill-conditioned and ill-posed problems. The advantages of the modification are illustrated by numerical experiments.

Key words: system of linear algebraic equations, elimination problem, conjugate direction method, modification.

UDC: 519.61

Received: 29.06.2005


 English version:
Computational Mathematics and Mathematical Physics, 2006, 46:1, 5–9

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