A New Cyclic Gradient Method Adapted to Large-Scale Linear Systems

Qinmeng Zou (1) , Frédéric Magoulès (1)

1 MICS - Mathématiques et Informatique pour la Complexité et les Systèmes

This paper proposes a new gradient method to solve the large-scale problems. Theoretical analysis shows that the new method has finite termination property for two dimensions and converges R-linearly for any dimensions. Experimental results illustrate first the issue of parallel implementation. Then, the solution of a large-scale problem shows that the new method is better than the others, even competitive with the conjugate gradient method.

Keywords: gradient methods; linear systems; large-scale problems; Barzilai-Borwein methods

Domains: Mathematics [math]; Computer Science [cs]

Qinmeng Zou, Frédéric Magoulès. A New Cyclic Gradient Method Adapted to Large-Scale Linear Systems. 17th International Symposium on Distributed Computing and Applications for Business Engineering and Science (DCABES), Oct 2018, Wuxi, China. ⟨10.1109/dcabes.2018.00058⟩. ⟨hal-01964244⟩