Error Norm Estimation in the Conjugate Gradient Algorithm Lars Elden The authors effectively use social

The authors effectively use social

John Huston

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Error Norm Estimation in the Conjugate Gradient Algorithm Lars Elden The authors effectively use socialThe conjugate gradient (CG) algorithm is almost always the iterative method of choice for solving linear systems with symmetric positive definite matrices. This book describes and analyzes techniques based on Gauss quadrature rules to cheaply compute bounds on norms of the error. The techniques can be used to derive reliable stopping criteria. Computation of estimates of the smallest and largest eigenvalues during CG iterations is also shown. The