an:03898116
Zbl 0563.65020
Johnson, Olin G.; Micchelli, Charles A.; Paul, George
Polynomial preconditioners for conjugate gradient calculations
EN
SIAM J. Numer. Anal. 20, 362-376 (1983).
00147905
1983
j
65F10
preconditioned conjugate gradient algorithm; symmetric positive matrix; recurrence formula
The authors explore the computational form of the preconditioned conjugate gradient algorithm for the solution of a system of linear equations \(Ax=b\) where A is an \(n\times n\) symmetric positive matrix. The basic theory of generalized optimal polynomial preconditioners is given. A polynomial preconditioning recurrence formula is obtained. A new family of parametrized conjugate gradient algorithms with mth degree polynomial preconditioner is given. The authors conclude that the algorithm may be easily programmed. This article should be very useful for system programmers.
P.Stavre