Efficient Implementation of a Class of Preconditioned Conjugate Gradient Methods.
Abstract
The preconditioned conjugate gradient (PCG) method is an effective means for solving systems of linear equations where the coefficient matrix is symmetric and positive definite. The incomplete LDL(t) factorizations are a widely used class of preconditionings, including the SSOR, Dupont-Kendall-Rachford, Generalized SSOR, ICCG(0), and MICCG(0) preconditionings. The efficient implementation of PCG with a preconditioning from this class is discussed. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Aug 01, 1980
- Accession Number
- ADA098233
Entities
People
- Stanley C. Eisenstat
Organizations
- Yale University