Conjugate Direction Methods in Optimization PDF
by M.R. Hestenes
Part of the Stochastic Modelling and Applied Probability series
Description
Shortly after the end of World War II high-speed digital computing machines were being developed.
It was clear that the mathematical aspects of com- putation needed to be reexamined in order to make efficient use of high-speed digital computers for mathematical computations.
Accordingly, under the leadership of Min a Rees, John Curtiss, and others, an Institute for Numerical Analysis was set up at the University of California at Los Angeles under the sponsorship of the National Bureau of Standards.
A similar institute was formed at the National Bureau of Standards in Washington, D.
C. In 1949 J. Barkeley Rosser became Director of the group at UCLA for a period of two years.
During this period we organized a seminar on the study of solu- tions of simultaneous linear equations and on the determination of eigen- values.
G. Forsythe, W. Karush, C. Lanczos, T. Motzkin, L. J. Paige, and others attended this seminar. We discovered, for example, that even Gaus- sian elimination was not well understood from a machine point of view and that no effective machine oriented elimination algorithm had been developed.
During this period Lanczos developed his three-term relationship and I had the good fortune of suggesting the method of conjugate gradients.
We dis- covered afterward that the basic ideas underlying the two procedures are essentially the same.
The concept of conjugacy was not new to me. In a joint paper with G. D.
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Download - Immediately Available
- Format:PDF
- Publisher:Springer New York
- Publication Date:06/12/2012
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- ISBN:9781461260486
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Information
-
Download - Immediately Available
- Format:PDF
- Publisher:Springer New York
- Publication Date:06/12/2012
- Category:
- ISBN:9781461260486
