Matrices, moments and quadrature II; how to compute the norm of the error in iterative methods

BIT Numerical Mathematics

Volumn 37, Issue 3, 1997, Pages 687-705

  Golub, G H ^a   Meurant, G ^b  

^a Stanford University   (United States)

^b CEA DIF   (France)

Author keywords

Conjugate gradient; Error computation; Iterative methods

Indexed keywords

EID: 0000391978     PISSN: 00063835     EISSN: None     Source Type: Journal    
DOI: 10.1007/BF02510247     Document Type: Article

References (6)

1. G. Dahlquist, S. C. Eisenstat, and G. H. Golub, Bounds for the error of linear systems of equations using the theory of moments, J. Math. Anal. Appl., 37 (1972), pp. 151-166.
2. G. Dahlquist, G. H. Golub, and S. G. Nash, Bounds for the error in linear systems, in Proceedings of the Workshop on Semi-Infinite Programming, R. Hettich, ed., Springer, 1978, pp. 154-172.
3. B. Fischer and G. H. Golub, On the error computation for polynomial based iteration methods, Tech. Report NA 92-21, Stanford University, 1992.
4. G. H. Golub, Matrix computation and the theory of moments, in Proceedings of the International Congress of Mathematicians, Birkhäuser, 1995.
5. G. H. Golub and G. Meurant, Matrices, moments and quadrature, in Numerical Analysis 1993, D. F. Griffiths and G. A. Watson, eds., Pitman Research Notes in Mathematics, v 303, 1994, pp. 105-156.
6. G. H. Golub and Z. Strakoš, Estimates in quadratic formulas, Tech. Report SCCM-93-08, Stanford University, to appear in Numerical Algorithms.