  The recent article "A Bayesian conjugate gradient method" by Cockayne, Oates,
Ipsen, and Girolami proposes an approximately Bayesian iterative procedure for
the solution of a system of linear equations, based on the conjugate gradient
method, that gives a sequence of Gaussian/normal estimates for the exact
solution. The purpose of the probabilistic enrichment is that the covariance
structure is intended to provide a posterior measure of uncertainty or
confidence in the solution mean. This note gives some comments on the article,
poses some questions, and suggests directions for further research.
