A Note on the Generalized Conjugate Gradient Method

摘要

Each iterate generated by the Generalized Conjugate Gradient Method of Concus and Golub and Widlund is shown to be the best approximation to the solution from a certain affine subspace (although not from the natural affine Krylov subspace). This property is used to improve the error bounds given by Widlund and Hageman, Luk, and Young. (Author)