Approximating the extreme Ritz values and upper bounds for the \(A\)-norm of the error in CG

DOI10.1007/s11075-018-0634-8zbMath1436.65033arXiv1810.02127OpenAlexW2894872001MaRDI QIDQ2334810

Petr Tichý, Gérard A. Meurant

Publication date: 8 November 2019

Published in: Numerical Algorithms (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1810.02127

zbMATH Keywords

conjugate gradientsapproximation of Ritz valueserror norm estimationincremental norm estimator

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Iterative numerical methods for linear systems (65F10) Numerical computation of matrix norms, conditioning, scaling (65F35)

Related Items

Detection and correction of silent errors in the conjugate gradient algorithm ⋮ The behavior of the Gauss-Radau upper bound of the error norm in CG ⋮ Statistical properties of BayesCG under the Krylov prior ⋮ Sharp 2-Norm Error Bounds for LSQR and the Conjugate Gradient Method ⋮ Accurate error estimation in CG ⋮ Unnamed Item ⋮ Inexpensive guaranteed and efficient upper bounds on the algebraic error in finite element discretizations ⋮ LNLQ: An Iterative Method for Least-Norm Problems with an Error Minimization Property ⋮ An adaptive \(s\)-step conjugate gradient algorithm with dynamic basis updating. ⋮ Error Bounds for Lanczos-Based Matrix Function Approximation

Uses Software

• LSQR
• mctoolbox
• CRAIG

Cites Work

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