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.
Computable error bounds and estimates for the conjugate gradient method / Calvetti D.; Morigi S.; Reichel L.; Sgallari F.. - In: NUMERICAL ALGORITHMS. - ISSN 1017-1398. - STAMPA. - 25:1-4(2000), pp. 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.
