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Numerical Stability of Krylov Subspace Iterative Methods for Solving Linear Systems

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Applied Mathematics and Scientific Computing
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Abstract

Very often used methods for solving linear systems are Krylov subspace iterative methods. Usually, the iterations stop at the moment when some norm of the residual reaches tolerable value. Since all computations are done in finite precision arithmetic, we can check only some approximation of the residual norm. The main goal of our research is, to give estimation for the real residual norm, calculated from this approximation, in order to make stopping criterion more reliable.

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References

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© 2002 Springer Science+Business Media New York

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Bosner, N. (2002). Numerical Stability of Krylov Subspace Iterative Methods for Solving Linear Systems. In: Drmač, Z., Hari, V., Sopta, L., Tutek, Z., Veselić, K. (eds) Applied Mathematics and Scientific Computing. Springer, Boston, MA. https://doi.org/10.1007/978-1-4757-4532-0_10

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  • DOI: https://doi.org/10.1007/978-1-4757-4532-0_10

  • Publisher Name: Springer, Boston, MA

  • Print ISBN: 978-1-4419-3390-4

  • Online ISBN: 978-1-4757-4532-0

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