Summary
We derive new estimates for the rate of convergence of the conjugate gradient method by utilizing isolated eigenvalues of parts of the spectrum. We present a new generalized version of an incomplete factorization method and compare the derived estimates of the number of iterations with the number actually found for some elliptic difference equations and for a similar problem with a model empirical distribution function.
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Axelsson, O., Lindskog, G. On the rate of convergence of the preconditioned conjugate gradient method. Numer. Math. 48, 499–523 (1986). https://doi.org/10.1007/BF01389448
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DOI: https://doi.org/10.1007/BF01389448