Numerical experiments in computing bounds for the norm of the error in the preconditioned conjugate gradient algorithm (Q1971116)

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scientific article; zbMATH DE number 1421574
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Numerical experiments in computing bounds for the norm of the error in the preconditioned conjugate gradient algorithm
scientific article; zbMATH DE number 1421574

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    Numerical experiments in computing bounds for the norm of the error in the preconditioned conjugate gradient algorithm (English)
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    7 September 2000
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    Algorithms for computing bounds on the \(A\)-norm of the error in the preconditioned conjugate gradient method are considered. A modified version of the latter is proposed, which produces lower and upper bounds on the \(A\)-norm assuming that lower respectively upper bound of the smallest respectively largest eigenvalues of the preconditioned matrix are known. Numerical examples illustrate the capabilities of the algorithm.
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    preconditioned conjugate gradient method
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    numerical examples
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    bounds for the A-norm of the error
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