On the rate of convergence of the preconditioned conjugate gradient method
- Cite this article as:
- Axelsson, O. & Lindskog, G. Numer. Math. (1986) 48: 499. doi:10.1007/BF01389448
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We derive new estimates for the rate of convergence of the conjugate gradient method by utilizing isolated eigenvalues of parts of the spectrum. We present a new generalized version of an incomplete factorization method and compare the derived estimates of the number of iterations with the number actually found for some elliptic difference equations and for a similar problem with a model empirical distribution function.