BIB-VERSION:: CS-TR-v2.0 ID:: STAN//NA-M-87-02 ENTRY:: January 28, 1996 ORGANIZATION:: Stanford University, Department of Computer Science, Numerical Analysis Project TITLE:: Estimates of eigenvalues for iterative methods TYPE:: Manuscript AUTHOR:: Golub, Gene H. AUTHOR:: Kent, Mark D. DATE:: February 1987 PAGES:: 22 ABSTRACT:: We describe procedures for determining estimates of the eigenvalues of operators used in various iterative methods for the solution of linear systems of equations. We also show how to determine upper and lower bounds for the error in the approximate solution of linear equations using essentially the same information as that needed for the eigenvalue calculations. The methods described depend strongly upon the theory of moments and Gauss quadrature. NOTES:: [Adminitrivia V1/Prg/19960128] END:: STAN//NA-M-87-02