Error analysis in conjugate direction methods

@article{Sachet1975ErrorAI,
  title={Error analysis in conjugate direction methods},
  author={Marc Sachet and Stephen J. Kahne},
  journal={1975 IEEE Conference on Decision and Control including the 14th Symposium on Adaptive Processes},
  year={1975},
  pages={43-50}
}
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… CONTINUE READING