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Efficient Implementation of a Class of Preconditioned Conjugate Gradient Methods

Published: 01 March 1981 Publication History

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.

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  1. Efficient Implementation of a Class of Preconditioned Conjugate Gradient Methods

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    cover image SIAM Journal on Scientific and Statistical Computing
    SIAM Journal on Scientific and Statistical Computing  Volume 2, Issue 1
    1981
    120 pages

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    Society for Industrial and Applied Mathematics

    United States

    Publication History

    Published: 01 March 1981

    Author Tags

    1. incomplete factorization
    2. preconditioned conjugate gradient methods
    3. preconditioning

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