On the rate of convergence of the preconditioned conjugate gradient method

DOI10.1007/BF01389448zbMath0564.65017OpenAlexW2064616889MaRDI QIDQ1058261

Gunhild Lindskog, Owe Axelsson

Publication date: 1986

Published in: Numerische Mathematik (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/133084

zbMATH Keywords

rate of convergenceconjugate gradient methodincomplete factorization method

Mathematics Subject Classification ID

Boundary value problems for second-order elliptic equations (35J25) Iterative numerical methods for linear systems (65F10) Numerical solution of discretized equations for boundary value problems involving PDEs (65N22)

Cites Work

• Unnamed Item
• Unnamed Item
• On some versions of incomplete block-matrix factorization iterative methods
• On the eigenvalue distribution of a class of preconditioning methods
• The rate of convergence of conjugate gradients
• A general incomplete block-matrix factorization method
• A class of iterative methods for finite element equations
• The incomplete Cholesky-conjugate gradient method for the iterative solution of systems of linear equations
• Influence of the Eigenvalue Spectrum on the Convergence Rate of the Conjugate Gradient Method
• Estimates for Some Computational Techniques in Linear Algebra

Related Items (only showing first 100 items - show all)

Distribution results for a special class of matrix sequences: joining approximation theory and asymptotic linear algebra ⋮ Modeling excitable cells with the EMI equations: spectral analysis and iterative solution strategy ⋮ A parallel-in-time preconditioner for Crank-Nicolson discretization of a parabolic optimal control problem ⋮ A matching Schur complement preconditioning technique for inverse source problems ⋮ GLT sequences and automatic computation of the symbol ⋮ On some structural properties of generalized Lyapunov eigenproblems and application to operator preconditioning ⋮ Globally linearly convergent nonlinear conjugate gradients without Wolfe line search ⋮ On the convergence rate of the conjugate gradients in presence of rounding errors ⋮ Hartley-type algebras in displacement and optimization strategies. ⋮ A generalized conjugate gradient, least square method ⋮ Preconditioned iterative methods for solving 3d boundary value problems ⋮ Relaxing the Roles of Corners in BDDC by Perturbed Formulation ⋮ Preconditioning discretizations of systems of partial differential equations ⋮ A numerical study of optimized sparse preconditioners ⋮ Circulant preconditioners for analytic functions of Toeplitz matrices ⋮ Unnamed Item ⋮ Unnamed Item ⋮ HIGH-PERFORMANCE PCG SOLVERS FOR FEM STRUCTURAL ANALYSIS ⋮ OSGA: a fast subgradient algorithm with optimal complexity ⋮ Preconditioning strategies for asymptotically ill-conditioned block Toeplitz systems ⋮ How to prove that a preconditioner cannot be superlinear ⋮ The GLT class as a generalized Fourier analysis and applications ⋮ Spectral Analysis and Multigrid Methods for Finite Volume Approximations of Space-Fractional Diffusion Equations ⋮ Conjugate gradient type methods and preconditioning ⋮ Clusters, preconditioners, convergence ⋮ Preconditioning indefinite discretization matrices ⋮ Accuracy and effectiveness of preconditioned conjugate gradient algorithms for large and ill-conditioned problems ⋮ The extension of the concept of the generating function to a class of preconditioned Toeplitz matrices ⋮ New PCG based algorithms for the solution of Hermitian Toeplitz systems ⋮ A theoretical overview of Krylov subspace methods ⋮ Preconditioned conjugate gradient method for generalized least squares problems ⋮ Experimental study of ILU preconditioners for indefinite matrices ⋮ Vectorizable preconditioners for elliptic difference equations in three space dimensions ⋮ Korovkin theorems and linear positive Gram matrix algebra approximations of Toeplitz matrices ⋮ Efficient approximate solution of sparse linear systems ⋮ Computational methods for boundary optimal control and identification problems ⋮ On eigen and singular value clusters ⋮ A practical algorithm to design fast and optimal band-Toeplitz preconditioners for Hermitian Toeplitz systems ⋮ Multigrid methods for indefinite Toeplitz matrices ⋮ On the robustness of modified incomplete factorization methods ⋮ Two-grid optimality for Galerkin linear systems based on B-splines ⋮ On the spectrum of stiffness matrices arising from isogeometric analysis ⋮ Total and selective reuse of Krylov subspaces for the resolution of sequences of nonlinear structural problems ⋮ Symbol-Based Multigrid Methods for Galerkin B-Spline Isogeometric Analysis ⋮ Parameter-Robust Discretization and Preconditioning of Biot's Consolidation Model ⋮ New conjugate gradient algorithms based on self-scaling memoryless Broyden-Fletcher-Goldfarb-Shanno method ⋮ Simulation of incompressible flow with alternate pressure Dirichlet and Neumann conditions ⋮ Computational evaluation of multi-iterative approaches for solving graph-structured large linear systems ⋮ Analysis of preconditioning strategies for collocation linear systems ⋮ A New Adaptive Conjugate Gradient Algorithm for Large-Scale Unconstrained Optimization ⋮ Optimization of the iteration parameters of the simulation of incompressible flow ⋮ A note on the (regularizing) preconditioning of \(g\)-Toeplitz sequences via \(g\)-circulants ⋮ Spectral analysis and multigrid preconditioners for two-dimensional space-fractional diffusion equations ⋮ A Convergence Analysis of the MINRES Method for Some Hermitian Indefinite Systems ⋮ Relaxed and stabilized incomplete factorizations for non-self-adjoint linear systems ⋮ Band plus algebra preconditioners for two-level Toeplitz systems ⋮ Exploration of Toeplitz-like matrices with unbounded symbols is not a purely academic journey ⋮ On the asymptotic spectrum of Hermitian block Toeplitz matrices with Toeplitz blocks ⋮ Which circulant preconditioner is better? ⋮ ON THE RATE OF CONVERGENCE AND COMPLEXITY OF NORMALIZED IMPLICIT PRECONDITIONING FOR SOLVING FINITE DIFFERENCE EQUATIONS IN THREE SPACE VARIABLES ⋮ The eigenvalue spectrum of domain decomposed preconditioners ⋮ Circulant preconditioners for functions of Hermitian Toeplitz matrices ⋮ An adaptive conjugate gradient algorithm for large-scale unconstrained optimization ⋮ A Dai-Liao conjugate gradient algorithm with clustering of eigenvalues ⋮ Preconditioners for ill-posed Toeplitz matrices with differentiable generating functions ⋮ Optimal preconditioners for systems defined by functions of Toeplitz matrices ⋮ RILU preconditioning; a computational study ⋮ Galerkin-wavelet methods for two-point boundary value problems ⋮ Scaling, reordering, and diagonal pivoting in ILU preconditionings ⋮ Antireflective boundary conditions for deblurring problems ⋮ Milestones in the development of iterative solution methods ⋮ Iterative solution methods ⋮ Applications of statistical condition estimation to the solution of linear systems ⋮ Superlinearly convergent CG methods via equivalent preconditioning for nonsymmetric elliptic operators ⋮ Fast computation of two-level circulant preconditioners ⋮ A classification scheme for regularizing preconditioners, with application to Toeplitz systems ⋮ A COST/BENEFIT ANALYSIS OF SIMPLICIAL MESH IMPROVEMENT TECHNIQUES AS MEASURED BY SOLUTION EFFICIENCY ⋮ Preconditioned conjugate gradient method for rank deficient least-squares problems ⋮ A general finite element preconditioning for the conjugate gradient method ⋮ Spectral behavior of matrix sequences and discretized boundary value problems ⋮ Spectral analysis and structure preserving preconditioners for fractional diffusion equations ⋮ Essential spectral equivalence via multiple step preconditioning and applications to ill conditioned Toeplitz matrices ⋮ On the restrictively preconditioned conjugate gradient method for solving saddle point problems ⋮ Superlinear convergence for PCG using band plus algebra preconditioners for Toeplitz systems ⋮ Circulant preconditioners with unbounded inverses ⋮ A short survey on preconditioners and Korovkin-type theorems ⋮ Extreme singular values and eigenvalues of non-Hermitian block Toeplitz matrices ⋮ Capizzano, Stefano Serra ⋮ On truncated incomplete decompositions ⋮ B-spline collocation discretizations of Caputo and Riemann-Liouville derivatives: a matrix comparison ⋮ Spectral analysis of coupled PDEs and of their Schur complements via generalized locally Toeplitz sequences in 2D ⋮ An algorithm for solving sparse nonlinear least squares problems ⋮ Laplacian Preconditioning of Elliptic PDEs: Localization of the Eigenvalues of the Discretized Operator ⋮ Some theorems on linear positive operators and functionals and their applications ⋮ Balancing Domain Decomposition by Constraints and Perturbation ⋮ Optimal, quasi-optimal and superlinear band-Toeplitz preconditioners for asymptotically ill-conditioned positive definite Toeplitz systems ⋮ Implementation strategies for block recursive factorizations ⋮ Numerical methods and algorithms. Part XIII ⋮ On the eigenvalue distribution of a class of preconditioning methods ⋮ Korovkin tests, approximation, and ergodic theory

This page was built for publication: On the rate of convergence of the preconditioned conjugate gradient method