On computing INV block preconditionings for the conjugate gradient method (Q1088378): Difference between revisions
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scientific article
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English | On computing INV block preconditionings for the conjugate gradient method |
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On computing INV block preconditionings for the conjugate gradient method (English)
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1986
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The INV(k) and MINV(k) block preconditionings for the conjugate gradient method require generation of selected elements of the inverses of symmetric matrices of bandwidth \(2k+1\). Generalizing the previously described \(k=1\) (tridiagonal) case to \(k=2\), explicit expressions for the inverse elements of a symmetric pentadiagonal matrix in terms of Green's matrix of rank two are given. The expressions are found to be seriously ill-conditioned; hence alternative computational algorithms for the inverse elements must be used. Behavior of the \(k=1\) and \(k=2\) preconditionings are compared for some discretized elliptic partial differential equation test problems in two dimensions.
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incomplete factorization
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iterative methods
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preconditionings
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conjugate gradient method
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Green's matrix
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ill-conditioned
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