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scientific article; zbMATH DE number 176179
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    scientific article; zbMATH DE number 176179

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      18 May 1993
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      incomplete Cholesky conjugate gradient algorithm
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      iterative methods
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      convergence
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      sparse symmetric positive definite equations
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      [For the entire collection see Zbl 0753.00013.] Classical iterative methods often exhibit very poor convergence characteristics when applied to structural analysis problems. This paper presents an incomplete Cholesky conjugate gradient (ICCG) algorithm developed for general purpose use with large order sparse symmetric positive definite equations including those arising from structural analysis. This algorithm is robust in the sense that it can accept any symmetric positive definite set of equations without the possibility of pivoting problems or deterioration of convergence characteristics. It is also possible to be programmed in such a way that full use is made of sparsity. The ICCG method appears to be the first iterative technique having good (but not proven) convergence characteristics which is available to structural engineers and others who wish to solve symmetric positive definite equations with poor conditioning on a computer.
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