A practical termination criterion for the conjugate gradient method
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Sei A positiv definit. Für die klassische Methode der konjugierten Gradienten zur Lösung von \(Ax=b\) wird ein Abbruchkriterium vorgeschlagen. Um \(\| x-x_ i\| /\| x\| \leq \epsilon\) zu erreichen, wird gerechnet bis \(\| b-Ax_ i\| \leq \mu_ 1^{(i)}\| x_ i\| \epsilon /(1+\epsilon)\) gilt. Dabei ist \(\mu_ 1^{(i)}\) eine Approximation des kleinsten Eigenwerts \(\mu_ 1\) von A. Diese wird durch eine Zusatzrechnung innerhalb des eigentlichen Verfahrens gewonnen.
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