Numerische Mathematik

, Volume 48, Issue 5, pp 543–560

The rate of convergence of Conjugate Gradients

  • A. van der Sluis
  • H. A. van der Vorst
Article

Summary

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.

Subject Classifications

AMS (MOS): 65F10 CR: G.1.3 

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Copyright information

© Springer-Verlag 1986

Authors and Affiliations

  • A. van der Sluis
    • 1
  • H. A. van der Vorst
    • 2
  1. 1.Mathematical InstituteUniversity of UtrechtUtrechtThe Netherlands
  2. 2.Department of MathematicsUniversity of TechnologyDelftThe Netherlands

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