On the eigenvalue distribution of a class of preconditioning methods (Q1058260): Difference between revisions
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English | On the eigenvalue distribution of a class of preconditioning methods |
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On the eigenvalue distribution of a class of preconditioning methods (English)
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1986
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A class of preconditioning methods depending on a relaxation parameter is presented for the solution of large linear systems of equations \(Ax=b\), where A is a symmetric positive definite matrix. The methods are based on an incomplete factorization of the matrix A and include both pointwise and blockwise factorizations. We study the dependence of the rate of convergence of the preconditioned conjugate gradient method on the distribution of eigenvalues of \(C^{-1}A\), where C is the preconditioning matrix. We also show graphic representations of the eigenvalues and present numerical tests of the methods.
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incomplete factorization
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rate of convergence
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numerical tests
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preconditioning methods
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conjugate gradient method
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eigenvalue distribution
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