Control-theoretic design of iterative methods for symmetric linear systems of equations

Amit Bhaya Pierre-Alexandre Bliman 1 Fernando Pazos
1 SISYPHE - SIgnals and SYstems in PHysiology & Engineering
Inria Paris-Rocquencourt
Abstract : Iterative methods for linear systems with a symmetric positive definite coefficient matrix are designed from a control-theoretic viewpoint. In particular, it is shown that a control-theoretic approach loosely based on m-step dead beat control of the error or residual system, with a suitable definition of error norm can be utilized to design new iterative methods that are competitive with the popular Barzilai-Borwein method, that is well known to be an efficient method with low computational cost. Numerical experiments are reported on to confirm the claimed results.
Keywords : control theory iterative methods linear systems matrix algebra
Type de document :
Communication dans un congrès
CDC/CCC 2009 - 48th IEEE Conference on Decision and Control and 28th Chinese Control Conference, Dec 2009, Shanghai, China. IEEE, pp.115-120, 2009, 〈10.1109/CDC.2009.5399581〉
Liste complète des métadonnées
https://hal.inria.fr/hal-00793584
Contributeur : Brigitte Briot <>
Soumis le : vendredi 22 février 2013 - 15:42:24
Dernière modification le : vendredi 25 mai 2018 - 12:02:05

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Amit Bhaya, Pierre-Alexandre Bliman, Fernando Pazos. Control-theoretic design of iterative methods for symmetric linear systems of equations. CDC/CCC 2009 - 48th IEEE Conference on Decision and Control and 28th Chinese Control Conference, Dec 2009, Shanghai, China. IEEE, pp.115-120, 2009, 〈10.1109/CDC.2009.5399581〉. 〈hal-00793584〉

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