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Combining the preconditioned conjugate gradient method and a matrix iterative method

Jan Zítko (1996)

Applications of Mathematics

The preconditioned conjugate gradient method for solving the system of linear algebraic equations with a positive definite matrix is investigated. The initial approximation for conjugate gradient is constructed as a result of a matrix iteration method after m steps. The behaviour of the error vector for such a combined method is studied and special numerical tests and conclusions are made.

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