On the real convergence rate of the conjugate gradient method

DOI10.1016/0024-3795(91)90393-BzbMATH Open0732.65021MaRDI QIDQ808614FDOQ808614

Authors: Zdeněk Strakoš 

Publication date: 1991

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

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zbMATH Keywords

convergencenumerical experimentscondition numberconjugate gradient algorithmrounding errors

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10)

Cites Work

• LSQR: An Algorithm for Sparse Linear Equations and Sparse Least Squares
• Methods of conjugate gradients for solving linear systems
• Behavior of slightly perturbed Lanczos and conjugate-gradient recurrences
• Title not available (Why is that?)
• Solution of Sparse Indefinite Systems of Linear Equations
• Title not available (Why is that?)
• Finite element solution of boundary value problems. Theory and computation.
• On the rate of convergence of the preconditioned conjugate gradient method
• The Lanczos Algorithm With Partial Reorthogonalization
• Analysis of the symmetric Lanczos algorithm with reorthogonalization methods
• A new look at the Lanczos algorithm for solving symmetric systems of linear equations
• On the eigenvalue distribution of a class of preconditioning methods
• Accuracy and effectiveness of the Lanczos algorithm for the symmetric eigenproblem
• Influence of the Eigenvalue Spectrum on the Convergence Rate of the Conjugate Gradient Method
• Comparison of splittings used with the conjugate gradient algorithm
• Title not available (Why is that?)
• Numerical stability of descent methods for solving linear equations
• Roundoff-error analysis of a new class of conjugate-gradient algorithms
• Title not available (Why is that?)

Cited In (58)

• Conjugate Gradients
• CGNR is an error reducing algorithm
• Title not available (Why is that?)
• The influence of isolated largest eigenvalues on the numerical convergence of the CG method
• The behavior of the Gauss-Radau upper bound of the error norm in CG
• The Lanczos and conjugate gradient algorithms in finite precision arithmetic
• Title not available (Why is that?)
• Composite convergence bounds based on Chebyshev polynomials and finite precision conjugate gradient computations
• Error bounds and estimates for Krylov subspace approximations of Stieltjes matrix functions
• Highly accurate verified error bounds for Krylov type linear system solvers
• Title not available (Why is that?)
• Predict-and-Recompute Conjugate Gradient Variants
• Statistical properties of BayesCG under the Krylov prior
• Title not available (Why is that?)
• A review on the adaptive-ridge algorithm with several extensions
• On soft errors in the conjugate gradient method: sensitivity and robust numerical detection
• Eigenvalues versus singular values study in conjugate gradient algorithms for large-scale unconstrained optimization
• A posteriori superlinear convergence bounds for block conjugate gradient
• Iterative solution of linear systems in the 20th century
• A Dai-Liao conjugate gradient algorithm with clustering of eigenvalues
• Accuracy of the Lanczos process for the eigenproblem and solution of equations
• A numerical study of optimized sparse preconditioners
• On the worst-case convergence of MR and CG for symmetric positive definite tridiagonal Toeplitz matrices
• Monotone convergence of the extended Krylov subspace method for Laplace-Stieltjes functions of Hermitian positive definite matrices
• The rate of convergence of conjugate gradients
• Inexpensive stopping criteria in the conjugate gradient method
• The numerical stability analysis of pipelined conjugate gradient methods: historical context and methodology
• Estimates in quadratic formulas
• On sensitivity of Gauss-Christoffel quadrature
• Guaranteed two-sided bounds on all eigenvalues of preconditioned diffusion and elasticity problems solved by the finite element method.
• Low-Memory Krylov Subspace Methods for Optimal Rational Matrix Function Approximation
• When does the Lanczos algorithm compute exactly?
• Title not available (Why is that?)
• On the rate of convergence of the preconditioned conjugate gradient method
• The conjugate gradient algorithm on a general class of spiked covariance matrices
• Local convergence analysis of conjugate gradient methods for solving algebraic Riccati equations
• Hard cases for conjugate gradient method
• The conjugate gradient algorithm on well-conditioned Wishart matrices is almost deterministic
• On GMRES for singular EP and GP systems
• Iteration number for the conjugate gradient method
• The short-term rational Lanczos method and applications
• On the convergence rate of the conjugate gradients in presence of rounding errors
• Title not available (Why is that?)
• On prescribing the convergence behavior of the conjugate gradient algorithm
• ON THE RATE OF CONVERGENCE OF THE CONJUGATE GRADIENT METHOD FOR LINEAR OPERATORS IN HILBERT SPACE
• On Meinardus' examples for the conjugate gradient method
• A monotonicity result for norms in conjugate gradient algorithms
• Analysis of the Truncated Conjugate Gradient Method for Linear Matrix Equations
• Towards understanding CG and GMRES through examples
• Smoothed analysis for the conjugate gradient algorithm
• Accurate conjugate gradient methods for families of shifted systems
• Solving \(A\underline x=\underline b\) using a modified conjugate gradient method based on roots of \(A\)
• A posteriori error bounds for the block-Lanczos method for matrix function approximation
• Stochastic estimates for the trace of functions of matrices via Hadamard matrices
• New results on the convergence of the conjugate gradient method
• On the cost of iterative computations
• Accuracy and effectiveness of preconditioned conjugate gradient algorithms for large and ill-conditioned problems
• Laplacian preconditioning of elliptic PDEs: localization of the eigenvalues of the discretized operator

Uses Software

• LSQR
• CRAIG

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