Numerical experiments in computing bounds for the norm of the error in the preconditioned conjugate gradient algorithm (Q1971116): Difference between revisions

Algorithms for computing bounds on the \(A\)-norm of the error in the preconditioned conjugate gradient method are considered. A modified version of the latter is proposed, which produces lower and upper bounds on the \(A\)-norm assuming that lower respectively upper bound of the smallest respectively largest eigenvalues of the preconditioned matrix are known. Numerical examples illustrate the capabilities of the algorithm.