Explicit conjugate gradient method with preconditioning (Q1340152)
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English | 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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