On error estimation in the conjugate gradient method and why it works in finite precision computations (Q1866487): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 11:40, 1 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On error estimation in the conjugate gradient method and why it works in finite precision computations |
scientific article |
Statements
On error estimation in the conjugate gradient method and why it works in finite precision computations (English)
0 references
16 December 2003
0 references
The authors show that the lower bound for the \(A\)-norm of the error based on Gauss quadrature is mathematically equivalent to the original formula of \textit{M. R. Hestenes} and \textit{E. Stiefel} [J. Res. Natl. Bur. Stand. 49, 409-435 (1952; Zbl 0048.09901)]. Existing bounds are compared and the authors demonstrate the necessity of a proper roundoff error analysis with an example of the well-known bound that fails in finite precision arithmetic. The numerical stability of the simplest bound is proved. In addition a lower bound for the Euclidean norm is described. The results are illustrated by numerical examples.
0 references
conjugate gradient method
0 references
Gauss quadrature
0 references
convergence
0 references
error bounds
0 references
finite precision arithmetic
0 references
rounding errors
0 references
loss of orthogonality
0 references
numerical stability
0 references
numerical examples
0 references