On the Behavior of the Residual in Conjugate Gradient Method

Abstract

In conjugate gradient method, it is well known that the recursively computed residual differs from true one as the iteration proceeds in finite arithmetic. Some work have been devoted to analyze this be-havior and to evaluate the lower and the upper bounds of the difference. This paper focuses on the behavior of these two kinds of residuals, especially their lower bounds caused by the loss of trailing digit, respectively.