A Survey of Conjugate Gradient Algorithms for Solution of Extreme Eigen-Problems of a Symmetric Matrix

Xiaopu Yang, Tapan K. Sarkar, Ercument Arvas

Research output: Contribution to journalArticle

77 Scopus citations

Abstract

A survey of various conjugate gradient (CG) algorithms is presented for the extreme eigen-probiems of a 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.

Original languageEnglish (US)
Pages (from-to)1550-1556
Number of pages7
JournalIEEE Transactions on Acoustics, Speech, and Signal Processing
Volume37
Issue number10
DOIs
StatePublished - Oct 1989

ASJC Scopus subject areas

  • Signal Processing

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