On the sublinear and superlinear rate of convergence of conjugate gradient methods (Q5934347): Difference between revisions

The convergence of conjugate gradient methods for solving systems of linear equations with asymmetric positive definite matrix takes typically place in three phases, with a sublinear, linear and superlinear convergence rate, respectively. For explaining this behaviour, polynomials with \(P(0)=1\) and minimal \(\|x^s P(x)\|_{L_\infty [0,1]}\) are considered. [The case \(s=1/2\) can also be found in the analysis of cascadic multigrid methods.] The study also indicates that it can be very efficient to use different preconditioners in different phases.