ISSN:
0945-3245
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
Notes:
Abstract LetA be a positive definite matrix with a simple eigenvalue λ1 that lies outside an interval [α, β] containing the remaining eigenvalues. Let the method of conjugate gradients be applied to the solution of the linear systemAz=b producing a sequence of iteratesz 0,z 1,... and an associated sequence of error vectorse i=z−z i. In this paper bounds are obtained for the component of the error vector lying along the eigenvector associated with λ1. The bounds imply that, provided λ1 is well separated from [α, β], this component will decrease rapidly, even when the matrixA is moderately ill conditioned.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF01400959
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