Solving Sparse Symmetric Sets of Linear Equations by Preconditioned Conjugate Gradients

DOI10.1145/355887.355893zbMath0438.65035OpenAlexW2057194215MaRDI QIDQ3880191

Publication date: 1980

Published in: ACM Transactions on Mathematical Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1145/355887.355893

zbMATH Keywords

preconditioning linear equations conjugate gradients sparse positive definite fixed space factorization numerical drop tolerance modification

Mathematics Subject Classification ID

Factorization of matrices (15A23) Hermitian, skew-Hermitian, and related matrices (15B57) Iterative numerical methods for linear systems (65F10) Numerical computation of matrix norms, conditioning, scaling (65F35)

Related Items

Efficient Solution of a Sparse Non-symmetric System of Linear Equations, Explicit preconditioned iterative methods for solving large unsymmetric finite element systems, ParILUT---A New Parallel Threshold ILU Factorization, A survey of the advances in the exploitation of the sparsity in the solution of large problems, Using a hybrid preconditioner for solving large-scale linear systems arising from interior point methods, Numerical experiments with the Lancelot package (Release $A$) for large-scale nonlinear optimization, Experimental study of ILU preconditioners for indefinite matrices, Drop tolerance preconditioning for incompressible viscous flow, Unnamed Item, Explicit approximate inverse preconditioning techniques, The importance of structure in incomplete factorization preconditioners, Enhancing Performance and Robustness of ILU Preconditioners by Blocking and Selective Transposition, Preconditioning for sparse linear systems at the dawn of the 21st century: history, current developments, and future perspectives, Local Procrustes for manifold embedding: a measure of embedding quality and embedding algorithms, MPI+OpenMP реализация метода сопряженных градиентов с факторизованными неявными предобусловливателями, Towards a cost-effective ILU preconditioner with high level fill, Optimization of unconstrained functions with sparse hessian matrices-newton-type methods, Implementing cholesky factorization for interior point methods of linear programming, Splitting dense columns of constraint matrix in interior point methods for large scale linear programming¹¹The results discussed in the paper have been obtained when the author was staying at LAMSADE, University of Paris Dauphine, Place du Marechal de Lattre de Tassigny, 75775 Paris Cedex 16, France$ef:²²A preliminary version of the paper has been presented at the Applied Mathematical Programming and Modelling Symposium APMOD’91 in London, January 14-…, Explicit semi-direct methods based on approximate inverse matrix techniques for solving boundary-value problems on parallel processors, A robust ILU with pivoting based on monitoring the growth of the inverse factors, A multiplicative Schwarz method with active subdomains for transient convection–diffusion problems, Specifying a Gaussian Markov Random Field by a Sparse Cholesky Triangle, Limited-memory LDL$^{\top}$ factorization of symmetric quasi-definite matrices with application to constrained optimization, A chordal preconditioner for large-scale optimization, An efficient method for constructing an ILU preconditioner for solving large sparse nonsymmetric linear systems by the GMRES method, Matrix Reordering Using Multilevel Graph Coarsening for ILU Preconditioning, Solving linear finite element systems by normalized approximate matrix factorization semi-direct methods, Implementation strategies for block recursive factorizations, Generalized extended to the limit sparse factorization techniques for solving unsymmetric finite element systems, The use of second degree normalized implicit conjugate gradient methods for solving large sparse systems of linear equations, $LU$-decomposition and numerical structure for solving large sparse nonsymmetric linear systems, Construction and efficient implementation of implicit preconditioning methods. II, Construction and efficient implementation of implicit preconditioning methods. I