Block conjugate gradient type methods for the approximation of bilinear form CHA-1B

  • Authors:
  • Lei Du;Yasunori Futamura;Tetsuya Sakurai

  • Affiliations:
  • -;-;-

  • Venue:
  • Computers & Mathematics with Applications
  • Year:
  • 2014

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Abstract

In this paper, we consider computing the approximation of block bilinear form C^HA^-^1B, where square matrix A is large sparse, and B and C are rectangular matrices with the same size. We propose block conjugate gradient (CG) type methods for the approximation of C^HA^-^1B, in which approximation X"k of linear systems AX=B does not need to be computed explicitly and only the approximation @h"k of C^HA^-^1B, which is mathematically equivalent to C^HX"k, will be calculated instead. Numerical results show the effectiveness of our proposed methods.