The influence of isolated largest eigenvalues on the numerical convergence of the CG~method
Zapiski Nauchnykh Seminarov POMI, Computational methods and algorithms. Part XIII, Tome 248 (1998), pp. 5-16
Voir la notice de l'article provenant de la source Math-Net.Ru
This paper considers the dependence of the convergence history of the CG method on largest eigenvalues of a
symmetric positive definite matrix. It is demonstrated that, in solving ill-conditioned linear systems, the reproduction of largest eigenvalues can be so intensive that large eigenvalues cannot be treated as isolated. On
the other hand, since the moment at which the smallest isolated eigenvalues start to govern the numerical
convergence of the CG method, the character of convergence mainly depends on the smallest Ritz values.
@article{ZNSL_1998_248_a0,
author = {A. Yu. Yeremin and I. E. Kaporin},
title = {The influence of isolated largest eigenvalues on the numerical convergence of the {CG~method}},
journal = {Zapiski Nauchnykh Seminarov POMI},
pages = {5--16},
publisher = {mathdoc},
volume = {248},
year = {1998},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZNSL_1998_248_a0/}
}
TY - JOUR AU - A. Yu. Yeremin AU - I. E. Kaporin TI - The influence of isolated largest eigenvalues on the numerical convergence of the CG~method JO - Zapiski Nauchnykh Seminarov POMI PY - 1998 SP - 5 EP - 16 VL - 248 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/ZNSL_1998_248_a0/ LA - ru ID - ZNSL_1998_248_a0 ER -
A. Yu. Yeremin; I. E. Kaporin. The influence of isolated largest eigenvalues on the numerical convergence of the CG~method. Zapiski Nauchnykh Seminarov POMI, Computational methods and algorithms. Part XIII, Tome 248 (1998), pp. 5-16. http://geodesic.mathdoc.fr/item/ZNSL_1998_248_a0/