Abstract
As we have seen, if systems of the form Mz=d are “easy” to solve, then GCG is better than CSP. If not, then CSP is superior. Of course, it is not clear that either method is the best possible for this class of problems.
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Eisenstat, S.C. (1983). Some observations on the generalized conjugate gradient method. In: Numerical Methods. Lecture Notes in Mathematics, vol 1005. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0112527
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DOI: https://doi.org/10.1007/BFb0112527
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