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A01=Gérard Meurant
A01=Petr Tichý
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Author_Gérard Meurant
Author_Petr Tichý
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Error Norm Estimation in the Conjugate Gradient Algorithm

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English

By (author): Gérard Meurant Petr Tichý

The conjugate gradient (CG) algorithm is almost always the iterative method of choice for solving linear systems with symmetric positive definite matrices. This book describes and analyzes techniques based on Gauss quadrature rules to cheaply compute bounds on norms of the error. The techniques can be used to derive reliable stopping criteria. Computation of estimates of the smallest and largest eigenvalues during CG iterations is also shown. The algorithms are illustrated by many numerical experiments, and they can be easily incorporated into existing CG codes. See more
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A01=Gérard MeurantA01=Petr TichýAge Group_UncategorizedAuthor_Gérard MeurantAuthor_Petr Tichýautomatic-updateCategory1=Non-FictionCategory=PBFCategory=PBKSCategory=PBWCategory=PDECategory=TBJCOP=United StatesDelivery_Delivery within 10-20 working daysLanguage_EnglishPA=AvailablePrice_€50 to €100PS=Activesoftlaunch
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Product Details
  • Weight: 272g
  • Publication Date: 29 Feb 2024
  • Publisher: Society for Industrial & Applied MathematicsU.S.
  • Publication City/Country: United States
  • Language: English
  • ISBN13: 9781611977851

About Gérard MeurantPetr Tichý

Gérard Meurant is retired from the French Atomic Energy Commission (CEA) where he worked in applied mathematics from 1970 to 2008. He was research director at the time of his retirement. He is the author of more than 60 papers on numerical linear algebra and six books including two books co-authored with Gene H. Golub.Petr Tichý is an associate professor at the Faculty of Mathematics and Physics at Charles University in Prague Czech Republic. He is the author of more than 27 journal publications and one textbook. His research covers a variety of topics in numerical linear algebra optimization approximation of functions and round-off error analysis of algorithms.

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