Error Norm Estimation in the Conjugate Gradient Algorithm Lars Elden so did a cornerstone of

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Error Norm Estimation in the Conjugate Gradient Algorithm Lars Elden so did a cornerstone ofThe conjugate gradient (CG) algorithm is almost always the iterative method of choice for solving linear systems with symmetric positive definite matrices. This book describes and analyzes techniques based on Gauss quadrature rules to cheaply compute bounds on norms of the error. The techniques can be used to derive reliable stopping criteria. Computation of estimates of the smallest and largest eigenvalues during CG iterations is also shown. The