The rate of convergence of Conjugate Gradients
- Cite this article as:
- van der Sluis, A. & van der Vorst, H.A. Numer. Math. (1986) 48: 543. doi:10.1007/BF01389450
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It has been observed that the rate of convergence of Conjugate Gradients increases when one or more of the extreme Ritz values have sufficiently converged to the corresponding eigenvalues (the “superlinear convergence” of CG). In this paper this will be proved and made quantitative. It will be shown that a very modest degree of convergence of an extreme Ritz value already suffices for an increased rate of convergence to occur.