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.
2000
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].
Calvetti, D.; Morigi, S.; Reichel, L.; Sgallari, F.
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11585/879675
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