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Heavy-ball residual recurrence
...
Mathematics
Area of mathematics
Analysis
Numerical analysis
Gradient descent
Heavy-ball method
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For
F
(
x
)
=
x
T
A
x
/2
−
b
T
x
and
r
k
=
b
−
A
x
k
,
r
k
+
1
=
((
1
+
β
)
I
−
α
A
)
r
k
−
β
r
k
−
1
.
(189)
Thus
r
k
is a polynomial in
A
applied to the initial residual and lies in the corresponding
Krylov subspace
.
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(7)
Heavy-ball method
Gradient descent
Numerical analysis
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