The conjugate gradient method is one of the most popular iterative methods for computing approximate solutions of linear systems of equations with a symmetric positive definite matrix A. It is generally desirable to terminate the iterations as soon as a sufficiently accurate approximate solution has been computed. This paper discusses known and new methods for computing bounds or estimates of the A-norm of the error in the approximate solutions generated by the conjugate gradient method.
Calvetti D., Morigi S., Reichel L., Sgallari F. (2000). Computable error bounds and estimates for the conjugate gradient method. NUMERICAL ALGORITHMS, 25(1-4), 75-88 [10.1023/a:1016661024093].
Computable error bounds and estimates for the conjugate gradient method
Morigi S.;Reichel L.;Sgallari F.
2000
Abstract
The conjugate gradient method is one of the most popular iterative methods for computing approximate solutions of linear systems of equations with a symmetric positive definite matrix A. It is generally desirable to terminate the iterations as soon as a sufficiently accurate approximate solution has been computed. This paper discusses known and new methods for computing bounds or estimates of the A-norm of the error in the approximate solutions generated by the conjugate gradient method.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
