Computable error bounds and estimates for the conjugate gradient method

被引：19

作者：

Calvetti, D

Morigi, S

Reichel, L

Sgallari, F

机构：

[1] Case Western Reserve Univ, Dept Math, Cleveland, OH 44106 USA

[2] Univ Bologna, Dipartimento Matemat, Bologna, Italy

[3] Kent State Univ, Dept Math & Comp Sci, Kent, OH 44242 USA

来源：

NUMERICAL ALGORITHMS | 2000年 / 25卷 / 1-4期

关键词：

Gauss quadrature rule; linear system of equations; Cholesky factorization;

D O I：

10.1023/A:1016661024093

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

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.

引用

页码：75 / 88

页数：14

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