Before revision: We present a Conjugate Gradient (CG) implementation of the probabilistic numerical solver BayesCG , whose error estimates are a fully integrated design feature, easy to compute, and competitive with the best existing estimators.
After revision: The Bayesian Conjugate Gradient method (BayesCG) is a probabilistic generalization of the Conjugate Gradient method (CG) implementation of the probabilistic numerical solver BayesCG , whose error estimates are a fully integrated design feature, easy to compute, and competitive with the best existing estimators.