On the Behavior of the Residual in Conjugate Gradient Method

• 作者: Teruyoshi Washizawa
• 来源期刊: 应用数学(英文)
• 学科: 数学
• 关键词: CONJUGATE GRADIENT RESIDUAL Convergence Finite ARITHMETIC Lower BOUND
• 年，卷（期）: 2010,（3）
• 页码范围: 211-214
• 页数: 4页
• 分类号: O1

摘要

In conjugate gradient method, it is well known that the recursively computed residual differs from true one as the iteration proceeds in finite arithmetic. Some work have been devoted to analyze this behavior and to evaluate the lower and the upper bounds of the difference. This paper focuses on the behavior of these two kinds of residuals, especially their lower bounds caused by the loss of trailing digit, respectively.