On computing quadrature-based bounds for the \(A\)-norm of the error in conjugate gradients
The authors use the fact that the conjugate gradient method computes the Cholesky decomposition of the Jacobi matrix which is given implicitly. The authors directly compute the entries of the Cholesky decompositions of the modified Jacobi matrices for the Gauss-Radau and Gauss-Lobatto quadratures.
Gauss-Radau and Gauss-Lobatto quadratures
scientific article; zbMATH DE number 6136616
scientific article