An iterative method with error estimators

DOI10.1016/S0377-0427(00)00494-5MaRDI QIDQ5929294zbMATH OpenFDO

Authors Daniela Calvetti, Serena Morigi, Lothar Reichel, Fiorella Sgallari

Publication date 4 April 2001

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0377-0427(00)00494-5

zbMATH Keywords

conjugate gradient methoderror boundsGauss quadratureiterative methodLanczos methodsymmetric linear equations

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10)

Review text

This paper presents a new iterative method based on the Lanczos method for solving symmetric linear equations. The method also provides estimates of the Euclidean norm of the error of the computed solution, which is determined by evaluating certain Gauss, anti-Gauss, or Gauss-Radau quadratures.

Recommendations

• scientific article; zbMATH DE number 4106149
• scientific article; zbMATH DE number 2051084
• An error analysis for a certain class of iterative methods
• Error estimate of AOR iterative method
• scientific article; zbMATH DE number 2221145
• scientific article; zbMATH DE number 125002
• Iterative methods in ill-posed problems with random errors
• An error bound for fixed-point iterations
• ON ERROR ESTIMATES OF AN IMPLICIT ITERATION SCHEME
• Iterative processes with errors for nonlinear equations

Cites work

• A computable error bound for matrix functionals
• An adaptive Richardson iteration method for indefinite linear systems
• An implicit restarted Lanczos method for large symmetric eigenvalue problems
• Anti-Gaussian quadrature formulas
• Bounds for the error of linear systems of equations using the theory of moments
• Error Estimates for the Solution of Linear Systems
• Estimates in quadratic formulas
• scientific article; zbMATH DE number 3649907 (Why is no real title available?)
• scientific article; zbMATH DE number 108341 (Why is no real title available?)
• scientific article; zbMATH DE number 554737 (Why is no real title available?)
• scientific article; zbMATH DE number 911331 (Why is no real title available?)
• scientific article; zbMATH DE number 1404572 (Why is no real title available?)
• scientific article; zbMATH DE number 961607 (Why is no real title available?)
• Matrices, moments and quadrature. II: How to compute the norm of the error iterative methods
• Numerical experiments in computing bounds for the norm of the error in the preconditioned conjugate gradient algorithm
• Parallel iterative methods for sparse linear systems
• Solution of Sparse Indefinite Systems of Linear Equations
• The computation of bounds for the norm of the error in the conjugate gradient algorithm

Cited in

(12)

• An error estimate for matrix equations
• On computing quadrature-based bounds for the A-norm of the error in conjugate gradients
• An iterative Lavrentiev regularization method
• A method for finding error terms
• scientific article; zbMATH DE number 3868519 (Why is no real title available?)
• scientific article; zbMATH DE number 4106149 (Why is no real title available?)
• scientific article; zbMATH DE number 125002 (Why is no real title available?)
• scientific article; zbMATH DE number 663833 (Why is no real title available?)
• Composite convergence bounds based on Chebyshev polynomials and finite precision conjugate gradient computations
• A relative error-based estimation with an increasing number of parameters
• Linear regression models, least-squares problems, normal equations, and stopping criteria for the conjugate gradient method
• Matrices, moments, and rational quadrature

This page was built for publication: An iterative method with error estimators

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5929294)