On error estimation in the conjugate gradient method and why it works in finite precision computations

Publication date: 16 December 2003

Published in: Unnamed Author (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/123075

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zbMATH Keywords

convergence numerical examples error bounds conjugate gradient method Gauss quadrature numerical stability rounding errors finite precision arithmetic loss of orthogonality

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10) Roundoff error (65G50) Orthogonalization in numerical linear algebra (65F25)

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