Explicit conjugate gradient method with preconditioning (Q1340152)

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Explicit conjugate gradient method with preconditioning
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    Explicit conjugate gradient method with preconditioning (English)
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    11 December 1994
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    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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    preconditioned conjugate gradient method
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    convergence
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    condition numbers
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    numerical results
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