On the rate of convergence of the preconditioned conjugate gradient method (Q1058261)
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scientific article; zbMATH DE number 3900040
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| English | On the rate of convergence of the preconditioned conjugate gradient method |
scientific article; zbMATH DE number 3900040 |
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On the rate of convergence of the preconditioned conjugate gradient method (English)
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1986
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We derive new estimates for the rate of convergence of the conjugate gradient method by utilizing isolated eigenvalues of parts of the spectrum. We present a new generalized version of an incomplete factorization method and compare the derived estimates of the number of iterations with the number actually found for some elliptic difference equations and for a similar problem with a model empirical distribution function.
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incomplete factorization method
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conjugate gradient method
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rate of convergence
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