Explicit conjugate gradient method with preconditioning

DOI10.21136/AM.1994.134260MaRDI QIDQ1340152zbMATH OpenOpenAlexFDO

Authors Jitka Křížková, Petr Vaněk

Publication date 11 December 1994

Published in Applications of Mathematics (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/32886

zbMATH Keywords

condition numbersconvergencenumerical resultspreconditioned conjugate gradient method

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10) Numerical computation of matrix norms, conditioning, scaling (65F35)

Review text

The authors propose the matrix \(C = (I - \omega A)^{-1}\) as a preconditioner in the preconditioned conjugate gradient (PCCG) method for solving the system of algebraic equations \(Ax = b\). Convergence properties of this PCCG method are analyzed. Especially, a relation between the condition numbers of the matrices \(C^{-1} A\) and \(A\) is derived. Finally, some numerical results are given.

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Cites work

• Balancing domain decomposition
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• scientific article; zbMATH DE number 3958638 (Why is no real title available?)
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Cited in

(5)

• Conjugate gradient type methods and preconditioning
• Improved preconditioned conjugate gradient method and its application in finite element analysis for engineering
• Explicitly preconditioned conjugate gradient method for the solution of unsymmetric linear systems
• A Distributed Normalized Explicit Preconditioned Conjugate Gradient Method
• Preconditioning and the conjugate gradient method in the context of solving PDEs

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