The computation of bounds for the norm of the error in the conjugate gradient algorithm

Numerical Algorithms

Volumn 16, Issue 1, 1997, Pages 77-87

  Meurant, Gérard ^a  

^a CEA DIF   (France)

Author keywords

Conjugate gradient; Errors bounds

Indexed keywords

EID: 0042231879     PISSN: 10171398     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1019178811767     Document Type: Article

References (6)

1. Z. Bai and G.H. Golub, Bounds for the trace of the inverse and the determinant of symmetric positive definite matrices, Ann. Numer. Math. 4 (1997) 29-38.
2. B. Fischer and G.H. Golub, On the error computation for polynomial based iteration methods, Report NA 92-21, Stanford University (1992).
3. G.H. Golub and G. Meurant, Matrices, moments and quadrature, in: Numerical Analysis 1993, Pitman Research Notes in Mathematics, Vol. 303, eds. D.F. Griffiths and G.A. Watson (1994) pp. 105-156.
4. G.H. Golub and G. Meurant, Matrices, moments and quadrature II, or how to compute the norm of the error in iterative methods, to appear in BIT 37 (1997).
5. G.H. Golub and C. Van Loan, Matrix Computations (Johns Hopkins University Press, 1989).
6. G.H. Golub and Z. Strakoš, Estimates in quadratic formulas, Numer. Algorithms 8(2-4) (1994).