Further results on the convergence behavior of conjugate-gradients and Ritz values (Q1816941)
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English | Further results on the convergence behavior of conjugate-gradients and Ritz values |
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Further results on the convergence behavior of conjugate-gradients and Ritz values (English)
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30 October 1997
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The paper is devoted to a study of convergence of the conjugate gradient (CG) process and convergence of the Ritz values (approximations to eigenvalues generated by the Lanczos process). Note that a nontrivial mutual relation is shown here: CG errors behave like the first Ritz errors of a related process. The paper contains competitive and sharper alternatives for the usual Ritz error estimates and many other results which can be used for explaining various convergence phenomena. Concerning the influence of the initial guess, it is shown that for certain families of weight sequences (the components of the starting CG residual with respect to the eigenvectors) the authors obtain the same convergence behaviour (with delay in at most a limited number of steps).
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convergence
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conjugate gradient
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Ritz values
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eigenvalues
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Lanczos process
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error estimates
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