ON THE CONVERGENCE RATE OF THE CONJUGATE GRADIENTS IN PRESENCE OF ROUNDING ERRORS

Authors
Citation
Y. Notay, ON THE CONVERGENCE RATE OF THE CONJUGATE GRADIENTS IN PRESENCE OF ROUNDING ERRORS, Numerische Mathematik, 65(3), 1993, pp. 301-317
Citations number
14
Categorie Soggetti
Mathematics,Mathematics
Journal title
ISSN journal
0029599X
Volume
65
Issue
3
Year of publication
1993
Pages
301 - 317
Database
ISI
SICI code
0029-599X(1993)65:3<301:OTCROT>2.0.ZU;2-5
Abstract
We investigate here rounding error effects on the convergence rate of the conjugate gradients. More precisely, we analyse on both theoretica l and experimental basis how finite precision arithmetic affects known bounds on iteration numbers when the spectrum of the system matrix pr esents small or large isolated eigenvalues.