Explicit conjugate gradient method with preconditioning
Applications of Mathematics (1994)
- Volume: 39, Issue: 4, page 309-316
- ISSN: 0862-7940
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topKřížková, Jitka, and Vaněk, Petr. "Explicit conjugate gradient method with preconditioning." Applications of Mathematics 39.4 (1994): 309-316. <http://eudml.org/doc/32886>.
@article{Křížková1994,
abstract = {An algorithm of the preconditioned conjugate gradient method in which the solution of an auxiliary system is replaced with multiplication by the matrix $ M=I-\omega A $ for suitably chosen $\omega $ is presented.},
author = {Křížková, Jitka, Vaněk, Petr},
journal = {Applications of Mathematics},
keywords = {conjugate gradient method; preconditioning; preconditioned conjugate gradient method; convergence; condition numbers; numerical results},
language = {eng},
number = {4},
pages = {309-316},
publisher = {Institute of Mathematics, Academy of Sciences of the Czech Republic},
title = {Explicit conjugate gradient method with preconditioning},
url = {http://eudml.org/doc/32886},
volume = {39},
year = {1994},
}
TY - JOUR
AU - Křížková, Jitka
AU - Vaněk, Petr
TI - Explicit conjugate gradient method with preconditioning
JO - Applications of Mathematics
PY - 1994
PB - Institute of Mathematics, Academy of Sciences of the Czech Republic
VL - 39
IS - 4
SP - 309
EP - 316
AB - An algorithm of the preconditioned conjugate gradient method in which the solution of an auxiliary system is replaced with multiplication by the matrix $ M=I-\omega A $ for suitably chosen $\omega $ is presented.
LA - eng
KW - conjugate gradient method; preconditioning; preconditioned conjugate gradient method; convergence; condition numbers; numerical results
UR - http://eudml.org/doc/32886
ER -
References
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- Introduction to Linear and Nonlinear Programming, Addison-Wesley, New York, 1973. (1973) Zbl0297.90044
- The Rate of Convergence of Conjugate Gradients, Numer. Math. 48 (1986). (1986) MR0839616
- Multigrid Methods and Applications, Springer Verlag, 1985. (1985) MR0814495
- Finite Element Solution of Boundary Value Problems, Academic Press, 1984. (1984) MR0758437
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