Matrices, moments and quadrature. II: How to compute the norm of the error iterative methods
From MaRDI portal
Publication:1371672
DOI10.1007/BF02510247zbMath0888.65050MaRDI QIDQ1371672
Gérard A. Meurant, Gene H. Golub
Publication date: 14 December 1997
Published in: BIT (Search for Journal in Brave)
momentsorthogonal polynomialsLanczos methodquadrature formulaStieltjes integralquadraturematrix functions
Related Items (46)
A null space algorithm for mixed finite-element approximations of Darcy's equation ⋮ A GENERAL OUTPUT BOUND RESULT: APPLICATION TO DISCRETIZATION AND ITERATION ERROR ESTIMATION AND CONTROL ⋮ Global Golub-Kahan bidiagonalization applied to large discrete ill-posed problems ⋮ Application of Gauss quadrature rule in finding bounds for solution of linear systems of equations ⋮ Error bounds and estimates for Krylov subspace approximations of Stieltjes matrix functions ⋮ Error norm estimation and stopping criteria in preconditioned conjugate gradient iterations ⋮ Applying approximate LU-factorizations as preconditioners in eight iterative methods for solving systems of linear algebraic equations ⋮ Noise representation in residuals of LSQR, LSMR, and CRAIG regularization ⋮ A two-sided short-recurrence extended Krylov subspace method for nonsymmetric matrices and its relation to rational moment matching ⋮ From numerical quadrature to Padé approximation ⋮ A Lanczos method for approximating composite functions ⋮ Estimating and localizing the algebraic and total numerical errors using flux reconstructions ⋮ On computing quadrature-based bounds for the \(A\)-norm of the error in conjugate gradients ⋮ The behavior of the Gauss-Radau upper bound of the error norm in CG ⋮ Statistical properties of BayesCG under the Krylov prior ⋮ An iterative Lavrentiev regularization method ⋮ Low-Rank Updates of Matrix Functions ⋮ Unnamed Item ⋮ Preconditioning for Allen-Cahn variational inequalities with non-local constraints ⋮ Numerical solution of fractional differential equations with a collocation method based on Müntz polynomials ⋮ Personal report : Gene Howard Golub, 1932--2007 ⋮ Linear regression models, least-squares problems, normal equations, and stopping criteria for the conjugate gradient method ⋮ Estimating the error in matrix function approximations ⋮ Sharp 2-Norm Error Bounds for LSQR and the Conjugate Gradient Method ⋮ Accurate error estimation in CG ⋮ Unnamed Item ⋮ Interval simulated annealing applied to electrical impedance tomography image reconstruction with fast objective function evaluation ⋮ An iterative method with error estimators ⋮ Error estimation in preconditioned conjugate gradients ⋮ Stopping criteria for iterations in finite element methods ⋮ Block conjugate gradient type methods for the approximation of bilinear form \(C^HA^{-1}B\) ⋮ Quadrature rule-based bounds for functions of adjacency matrices ⋮ Acceleration of iterative solution of series of systems due to better initial guess ⋮ Truncated generalized averaged Gauss quadrature rules ⋮ Model reduction using the Vorobyev moment problem ⋮ Some large-scale matrix computation problems ⋮ Euclidean-Norm Error Bounds for SYMMLQ and CG ⋮ LSLQ: An Iterative Method for Linear Least-Squares with an Error Minimization Property ⋮ Approximating the extreme Ritz values and upper bounds for the \(A\)-norm of the error in CG ⋮ The stabilization of weights in the Lanczos and conjugate gradient method ⋮ Generalized anti-Gauss quadrature rules ⋮ Interplay between discretization and algebraic computation in adaptive numerical solutionof elliptic PDE problems ⋮ Estimates of the \(l_2\) norm of the error in the conjugate gradient algorithm ⋮ On the computation of Gauss quadrature rules for measures with a monomial denominator ⋮ Bounding matrix functionals via partial global block Lanczos decomposition ⋮ Accuracy controlled data assimilation for parabolic problems
Cites Work
This page was built for publication: Matrices, moments and quadrature. II: How to compute the norm of the error iterative methods