Parameter estimation in the Hermitian and skew‐Hermitian splitting method using gradient iterations - Archive ouverte HAL
Article Dans Une Revue Numerical Linear Algebra with Applications Année : 2020

Parameter estimation in the Hermitian and skew‐Hermitian splitting method using gradient iterations

Résumé

SummaryThis article presents enhancement strategies for the Hermitian and skew‐Hermitian splitting method based on gradient iterations. The spectral properties are exploited for the parameter estimation, often resulting in a better convergence. In particular, steepest descent with early stopping can generate a rough estimate of the optimal upper bound. This is better than an arbitrary choice since the latter often causes stability problems or slow convergence. In addition, delayed gradient methods are considered as inner solvers for the splitting method. Experiments verify the effectiveness of the proposed estimation strategies and show that delayed gradient methods are competitive with conjugate gradient in low precision.

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Mathématiques [math]

Frédéric Magoulès  : Connectez-vous pour contacter le contributeur

https://hal.science/hal-04347021

Soumis le : vendredi 15 décembre 2023-13:34:40

Dernière modification le : mardi 16 juillet 2024-11:56:20

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Dates et versions

hal-04347021 , version 1 (15-12-2023)

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Qinmeng Zou, Frédéric Magoulès. Parameter estimation in the Hermitian and skew‐Hermitian splitting method using gradient iterations. Numerical Linear Algebra with Applications, 2020, 27 (4), pp.e2304. ⟨10.1002/nla.2304⟩. ⟨hal-04347021⟩

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