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In one dimension, both BB step sizes are equal and same as the classical secant method. The long BB step size is the same as a linearized Cauchy step, i.e. the first estimate using a secant-method for the line search (also, for linear problems). The short BB step size is same as a linearized minimum-residual step.
In both the original and the preconditioned conjugate gradient methods one only needs to set := in order to make them locally optimal, using the line search, steepest descent methods. With this substitution, vectors p are always the same as vectors z , so there is no need to store vectors p .
The idea of Rosenbrock search is also used to initialize some root-finding routines, such as fzero (based on Brent's method) in Matlab. Rosenbrock search is a form of derivative-free search but may perform better on functions with sharp ridges. [6] The method often identifies such a ridge which, in many applications, leads to a solution. [7]
The Matlab function ode45 implements a one-step method that uses two embedded explicit Runge-Kutta methods with convergence orders 4 and 5 for step size control. [ 29 ] The solution can now be plotted, y 1 {\displaystyle y_{1}} as a blue curve and y 2 {\displaystyle y_{2}} as a red curve; the calculated points are marked by small circles:
The standard convergence condition (for any iterative method) is when the spectral radius of the iteration matrix is less than 1: ρ ( D − 1 ( L + U ) ) < 1. {\displaystyle \rho (D^{-1}(L+U))<1.} A sufficient (but not necessary) condition for the method to converge is that the matrix A is strictly or irreducibly diagonally dominant .
The price for the quick convergence is the double function evaluation: Both and (+) must be calculated, which might be time-consuming if is a complicated function. For comparison, the secant method needs only one function evaluation per step. The secant method increases the number of correct digits by "only" a factor of roughly 1.6 per step ...
Very rapid convergence is guaranteed and no more than a few iterations are needed in practice to obtain a reasonable approximation. The Rayleigh quotient iteration algorithm converges cubically for Hermitian or symmetric matrices, given an initial vector that is sufficiently close to an eigenvector of the matrix that is being analyzed.
It's a Krylov subspace method very similar to the much more popular conjugate gradient method, with similar construction and convergence properties. This method is used to solve linear equations of the form = where A is an invertible and Hermitian matrix, and b is nonzero.