On Error Estimation in the Conjugate Gradient Method: Normwise Backward Error

Result code in IS VaVaI

RIV/67985807:_____/16:00458346 - isvavai.cz

Alternative codes found

RIV/00216208:11320/16:10331478

Result on the web

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DOI - Digital Object Identifier

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Result language

angličtina

Original language name

On Error Estimation in the Conjugate Gradient Method: Normwise Backward Error

Original language description

Using an idea of Duff and Vömel [BIT, 42 (2002), pp. 300-322 ] we suggest a simple algorithm that incrementally estimates the 2-norm of Jacobi matrices that are available during the conjugate gradient (CG) computations. The estimate can be used, e.g., in stopping criteria based on the normwise backward error. Numerical experiments predict that the estimate approximates the 2-norm of A with a suffcient accuracy.

Czech name

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Czech description

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Type

D - Article in proceedings

CEP classification

BA - General mathematics

OECD FORD branch

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Project

GA13-06684S: Iterative Methods in Computational Mathematics: Analysis, Preconditioning, and Applications

Continuities

I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Publication year

2016

Confidentiality

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection

Algoritmy 2016

ISBN

978-80-227-4544-4

ISSN

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e-ISSN

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Number of pages

10

Pages from-to

323-332

Publisher name

Slovak University of Technology

Place of publication

Bratislava

Event location

Vysoké Tatry - Podbanské

Event date

Mar 13, 2016

Type of event by nationality

WRD - Celosvětová akce

UT code for WoS article

000391175600033