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Conjugate gradient method

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Full-Text Articles in Numerical Analysis and Computation

A Modified Preconditioned Conjugate Gradient Method For Approximating The Scattering Amplitude, Samson Ayo Aug 2021

A Modified Preconditioned Conjugate Gradient Method For Approximating The Scattering Amplitude, Samson Ayo

Master's Theses

In this thesis, we look at an iterative method for approximating the scattering amplitude that involves solving two linear systems: a forward system Ax=b and an adjoint system ATy=g. Once these two systems are solved, the scattering amplitude, defined by gTx=yTb is easily obtained.

We derive a conjugate gradient-like iteration for a nonsymmetric saddle point matrix that is constructed to have a real positive spectrum. We investigate the use of Schur Complement preconditioners with block-diagonal factorization to speed up the convergence of our method and compare …