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Approximating the extreme Ritz values and upper bounds for the $A$-norm of the error in CG. (arXiv:1810.02127v1 [math.NA])
来源于:arXiv
In practical conjugate gradient (CG) computations it is important to monitor
the quality of the approximate solution to $Ax=b$ so that the CG algorithm can
be stopped when the required accuracy is reached. The relevant convergence
characteristics, like the $A$-norm of the error or the normwise backward error,
cannot be easily computed. However, they can be estimated. Such estimates often
depend on approximations of the smallest or largest eigenvalue of~$A$.
In the paper we introduce a new upper bound for the $A$-norm of the error,
which is closely related to the Gauss-Radau upper bound, and discuss the
problem of choosing the parameter $\mu$ which should represent a lower bound
for the smallest eigenvalue of $A$.The new bound has several practical
advantages, the most important one is that it can be used as an approximation
to the $A$-norm of the error even if $\mu$ is not exactly a lower bound for the
smallest eigenvalue of $A$. In this case, $\mu$ can be chosen, e.g., as the
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