The behaviour of the Gauss-Radau upper bound of the error norm in CG
The behaviour of the Gauss-Radau upper bound of the error norm in CG
Abstract Consider the problem of solving systems of linear algebraic equations Ax=b with a real symmetric positive definite matrix A using the conjugate gradient (CG) method. To stop the algorithm at the appropriate moment, it is important to monitor the quality of the approximate solution. One of the most relevant …