Solution

ID: past-exam-of-the-numerical-linear-algebra-and-continuous-optimisation-course-of-the-university-of-oxford/2010/a/3/f/solution

The standard conjugate gradient convergence bound is
Here , so the factor in parentheses is at most . Since , 25 iterations suffice to reduce the energy-norm error by a factor exceeding .
There are at most nonzero entries of , and each contributes to at most two off-diagonals. Thus has at most nonzero entries. Initialize a matrix-vector product with the diagonal contribution , which costs no arithmetic because the diagonal is one. Each off-diagonal term needs one multiplication and one addition, giving at most floating-point operations per product.
A standard conjugate gradient step adds two inner products, three vector updates and two scalar divisions, at most further operations. Starting from makes and avoids an initial matrix-vector product; its squared norm needs operations. The total for 25 steps is at most
This supplies an explicit meaning of the paper's large- qualification. The quoted conjugate gradient convergence bound is the usual exact-arithmetic result.

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