Computable error bounds and estimates for the conjugate gradient method (Q5934354): Difference between revisions

It is the aim to get error bounds for an approximate solution to linear systems of equations, e.g. for the iterates of a \(cg\)-iteration. When this is done for the energy norm, only a term of the form \(b^T A^{-1} b\) is not explicitly known. In principle one could use a \(cg\)-iteration for this purpose, but then one would rather spend the effort for performing further steps of the original iteration. Now, a lower bound can be obtained from a Gaussian quadrature rule and an upper bound from an anti-Gauss quadrature.