A Note on the Generalized Conjugate Gradient Method.
Abstract
Each iterate generated by the Generalized Conjugate Gradient Method of Concus and Golub and Widlund is shown to be the best approximation to the solution from a certain affine subspace (although not from the natural affine Krylov subspace). This property is used to improve the error bounds given by Widlund and Hageman, Luk, and Young. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Mar 01, 1982
- Accession Number
- ADA120117
Entities
People
- Stanley C. Eisenstat
Organizations
- Yale University