Variantes do Método dos Gradientes Conjugados aplicados a sistemas lineares originados dos Métodos de Pontos Interiores
DOI:
https://doi.org/10.5540/tema.2014.015.03.0311Abstract
Neste trabalho comparamos duas versões precondicionadas do método dos gradientes conjugados. Essas versões diferem da versão clássica, pois consideram que o sistema linear é um sistema de equações normais. Os sistemas lineares que iremos resolver surgem do cálculo das direções dos métodos de pontos interiores. A determinação desta direção consiste no passo de maior esforço computacional e, quando trabalhamos com sistemas de grande porte, o uso de métodos diretos pode ser inviável. Portanto, uma opção é utilizar m é todos iterativos precondicionados. Assim, o desempenho de duas versões do método dos gradientes conjugados precondicionado será comparado a versão clássica a qual já foi utilizada, neste mesmo contexto, em trabalhos anteriores. Resultados numéricos mostram que uma dessas versões é competitiva em relação à versão clássica.References
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