Optimum m-step SSOR preconditioning (Q1116277): Difference between revisions
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Latest revision as of 13:15, 19 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimum m-step SSOR preconditioning |
scientific article |
Statements
Optimum m-step SSOR preconditioning (English)
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1988
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Sei \(A=\left( \begin{matrix} D_ 1\\ c^ T\end{matrix} \begin{matrix} C\\ D_ 2\end{matrix} \right)\) positiv definit mit Diagonalmatrizen \(D_ 1\), \(D_ 2\). Bei der Methode der konjugierten Gradienten kann eine Präkonditionierung durch Anwendung einiger Schritte des SSOR-Verfahrens mit Parameter \(\omega\) vorgenommen werden. Es wird gezeigt, daß dabei stets \(\omega =1\) optimal ist.
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conjugate gradient
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SSOR preconditioning
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