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Paperback Error Norm Estimation in the Conjugate Gradient Algorithm Book
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ISBN: 1611977851

ISBN13: 9781611977851

Error Norm Estimation in the Conjugate Gradient Algorithm

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The 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 algorithms are illustrated by many numerical experiments, and they can be easily incorporated into existing CG codes.

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Math Mathematics Science & Math

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