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Error analysis in conjugate direction methods

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2 Author(s)
Sachet, M. ; University of Minnesota, Minneapolis, Minnesota ; Kahne, S.

Error propagation in conjugate direction methods is analyzed. Step size errors at any given iteration are propagated without change. Errors in search direction behave differently. Consider a series of n iterations and assume an error occurs in one search direction, dk. Then, the nth search direction dn, will have k components which deviate from the correct direction dn*.

Published in:

Decision and Control including the 14th Symposium on Adaptive Processes, 1975 IEEE Conference on

Date of Conference:

10-12 Dec. 1975