Abstract:
The conjugated gradient method for systems of linear algebraic equations is investigated. The form of this method is constracted, which occured especially simple and stable under round-off errors. The criterium of iteration truncation is proposed based on prevailing of round-off errors. The numerical calculations were performed, illustrating peculiarities of the method convergency for good and ill posed problems.
Keywords:systems of linear algebraic equations, the conjugated gradients method, round-off errors, ill posed problems.