Title :
Control-theoretic design of iterative methods for symmetric linear systems of equations
Author :
Bhaya, Amit ; Bliman, Pierre-Alexandre ; Pazos, Fernando
Author_Institution :
Dept. of Electr. Eng., Fed. Univ. of Rio de Janeiro, Rio de Janeiro, Brazil
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; Barzilai-Borwein method; computational cost; control-theoretic approach; control-theoretic design; iterative methods; residual system; symmetric linear systems; Character generation; Computational efficiency; Control systems; Design methodology; Equations; Error correction; Iterative methods; Linear systems; Nonlinear systems; Symmetric matrices;
Conference_Titel :
Decision and Control, 2009 held jointly with the 2009 28th Chinese Control Conference. CDC/CCC 2009. Proceedings of the 48th IEEE Conference on
Conference_Location :
Shanghai
Print_ISBN :
978-1-4244-3871-6
Electronic_ISBN :
0191-2216
DOI :
10.1109/CDC.2009.5399581