On the real convergence rate of the conjugate gradient method

DOI10.1016/0024-3795(91)90393-BMaRDI QIDQ808614zbMATH OpenFDO

Authors Zdeněk Strakoš

Publication date 1991

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

zbMATH Keywords

convergencenumerical experimentscondition numberconjugate gradient algorithmrounding errors

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10)

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Cites work

• scientific article; zbMATH DE number 2129303 (Why is no real title available?)
• scientific article; zbMATH DE number 3702014 (Why is no real title available?)
• scientific article; zbMATH DE number 3787937 (Why is no real title available?)
• scientific article; zbMATH DE number 3349178 (Why is no real title available?)
• A new look at the Lanczos algorithm for solving symmetric systems of linear equations
• Accuracy and effectiveness of the Lanczos algorithm for the symmetric eigenproblem
• Analysis of the symmetric Lanczos algorithm with reorthogonalization methods
• Behavior of slightly perturbed Lanczos and conjugate-gradient recurrences
• Comparison of splittings used with the conjugate gradient algorithm
• Finite element solution of boundary value problems. Theory and computation.
• Influence of the Eigenvalue Spectrum on the Convergence Rate of the Conjugate Gradient Method
• LSQR: An Algorithm for Sparse Linear Equations and Sparse Least Squares
• Methods of conjugate gradients for solving linear systems
• Numerical stability of descent methods for solving linear equations
• On the eigenvalue distribution of a class of preconditioning methods
• On the rate of convergence of the preconditioned conjugate gradient method
• Roundoff-error analysis of a new class of conjugate-gradient algorithms
• Solution of Sparse Indefinite Systems of Linear Equations
• The Lanczos Algorithm With Partial Reorthogonalization

Cited in

(58)

• CGNR is an error reducing algorithm
• scientific article; zbMATH DE number 671777 (Why is no real title available?)
• The influence of isolated largest eigenvalues on the numerical convergence of the CG method
• Composite convergence bounds based on Chebyshev polynomials and finite precision conjugate gradient computations
• The behavior of the Gauss-Radau upper bound of the error norm in CG
• The Lanczos and conjugate gradient algorithms in finite precision arithmetic
• scientific article; zbMATH DE number 4176341 (Why is no real title available?)
• Error bounds and estimates for Krylov subspace approximations of Stieltjes matrix functions
• Highly accurate verified error bounds for Krylov type linear system solvers
• scientific article; zbMATH DE number 440637 (Why is no real title available?)
• Predict-and-Recompute Conjugate Gradient Variants
• scientific article; zbMATH DE number 440688 (Why is no real title available?)
• Statistical properties of BayesCG under the Krylov prior
• A review on the adaptive-ridge algorithm with several extensions
• On soft errors in the conjugate gradient method: sensitivity and robust numerical detection
• Iterative solution of linear systems in the 20th century
• A Dai-Liao conjugate gradient algorithm with clustering of eigenvalues
• Eigenvalues versus singular values study in conjugate gradient algorithms for large-scale unconstrained optimization
• A posteriori superlinear convergence bounds for block conjugate gradient
• Monotone convergence of the extended Krylov subspace method for Laplace-Stieltjes functions of Hermitian positive definite matrices
• On the worst-case convergence of MR and CG for symmetric positive definite tridiagonal Toeplitz matrices
• A numerical study of optimized sparse preconditioners
• The rate of convergence of conjugate gradients
• Accuracy of the Lanczos process for the eigenproblem and solution of equations
• Inexpensive stopping criteria in the conjugate gradient method
• Estimates in quadratic formulas
• The numerical stability analysis of pipelined conjugate gradient methods: historical context and methodology
• 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.
• When does the Lanczos algorithm compute exactly?
• Low-Memory Krylov Subspace Methods for Optimal Rational Matrix Function Approximation
• On the rate of convergence of the preconditioned conjugate gradient method
• scientific article; zbMATH DE number 3917545 (Why is no real title available?)
• 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
• On GMRES for singular EP and GP systems
• The conjugate gradient algorithm on well-conditioned Wishart matrices is almost deterministic
• Iteration number for the conjugate gradient method
• On the convergence rate of the conjugate gradients in presence of rounding errors
• The short-term rational Lanczos method and applications
• On prescribing the convergence behavior of the conjugate gradient algorithm
• scientific article; zbMATH DE number 3915508 (Why is no real title available?)
• ON THE RATE OF CONVERGENCE OF THE CONJUGATE GRADIENT METHOD FOR LINEAR OPERATORS IN HILBERT SPACE
• A monotonicity result for norms in conjugate gradient algorithms
• Accurate conjugate gradient methods for families of shifted systems
• On Meinardus' examples for the conjugate gradient method
• Smoothed analysis for the conjugate gradient algorithm
• Analysis of the Truncated Conjugate Gradient Method for Linear Matrix Equations
• Towards understanding CG and GMRES through examples
• Solving \(A\underline x=\underline b\) using a modified conjugate gradient method based on roots of \(A\)
• Stochastic estimates for the trace of functions of matrices via Hadamard matrices
• A posteriori error bounds for the block-Lanczos method for matrix function approximation
• 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
• Conjugate Gradients
• Laplacian preconditioning of elliptic PDEs: localization of the eigenvalues of the discretized operator

Describes a project that uses

Uses Software

• CRAIG
• LSQR

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