On Meinardus' examples for the conjugate gradient method

The conjugate gradient (CG) method is widely used to solve a positive definite linear system of order . It is well known that the relative residual of the th approximate solution by CG (with the initial approximation ) is bounded above by

   with

where is 's spectral condition number. In 1963, Meinardus (Numer. Math., 5 (1963), pp. 14-23) gave an example to achieve this bound for but without saying anything about all other . This very example can be used to show that the bound is sharp for any given by constructing examples to attain the bound, but such examples depend on and for them the th residual is exactly zero. Therefore it would be interesting to know if there is any example on which the CG relative residuals are comparable to the bound for all . There are two contributions in this paper:

1. A closed formula for the CG residuals for all on Meinardus' example is obtained, and in particular it implies that the bound is always within a factor of of the actual residuals;
2. A complete characterization of extreme positive linear systems for which the th CG residual achieves the bound is also presented.