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On the rate of convergence of the method of steepest descent in Euclidean norm. (English) Zbl 0657.65045

A new error bound is derived for the method of steepest descent for solving linear algebraic equations. This bound is better than those known from the literature, and gives the best coefficient of the linear convergence.
Reviewer: F.Szidarovszky

MSC:

65F10 Iterative numerical methods for linear systems
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