For positive definite linear systems (or semidefinite consistent systems), we use Gauss-Radau quadrature to obtain a cheaply computable upper bound on the 2-norm error of SYMMLQ iterates. The close relationship between SYMMLQ and CG iterates lets us construct an upper bound on the 2-norm error for CG. For indefinite systems, the upper bound becomes an estimate of the 2-norm SYMMLQ error. Numerical experiments demonstrate that the bounds and estimates are remarkably tight.
Published September 2016 , 15 pages