Title
A survey of conjugate gradient algorithms for solution of extreme eigen-problems of a symmetric matrix
Abstract
A survey of various conjugate gradient (CG) algorithms is presented for the minimum/maximum eigen-problems of a fixed symmetric matrix. The CG algorithms are compared to a commonly used conventional method found in IMSL. It is concluded that the CG algorithms are more flexible and efficient than some of the conventional methods used in adaptive spectrum analysis and signal processing.<>
Year
DOI
Venue
1989
10.1109/29.35393
Acoustics, Speech and Signal Processing, IEEE Transactions  
Keywords
Field
DocType
eigenvalues and eigenfunctions,matrix algebra,signal processing,spectral analysis,adaptive signal processing,adaptive spectrum analysis,conjugate gradient algorithms,extreme eigen-problems,maximum eigenvalue,minimum eigenvalue,symmetric matrix
Conjugate gradient method,Signal processing,Mathematical optimization,Eigenvalue algorithm,Positive-definite matrix,Algorithm,Symmetric matrix,Hamiltonian matrix,Hermitian matrix,Mathematics,Derivation of the conjugate gradient method
Journal
Volume
Issue
ISSN
37
10
0096-3518
Citations 
PageRank 
References 
53
29.71
7
Authors
3
Name
Order
Citations
PageRank
Yang, X.15329.71
Sarkar, T.K.2471117.33
Ercument Arvas35732.83