BLOCK PRECONDITIONING FOR THE CONJUGATE-GRADIENT METHOD
BLOCK PRECONDITIONING FOR THE CONJUGATE-GRADIENT METHOD
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DOI：
10.1137/0906018
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发表时间：
1985-01-01
期刊：
影响因子：
--
通讯作者：
MEURANT, G
中科院分区：
文献类型：
--
作者：
CONCUS, P;GOLUB, GH;MEURANT, G
Block preconditionings for the conjugate gradient method are investigated for solving positive definite block tridiagonal systems of linear equations arising from discretization of boundary value problems for elliptic partial differential equations. The preconditionings rest on the use of sparse approximate matrix inverses to generate incomplete block Cholesky factorizations. Carrying out of the factorizations can be guaranteed under suitable conditions. Numerical experiments on test problems for two dimensions indicate that a particularly attractive preconditioning, which uses special properties of tridiagonal matrix inverses, can be computationally more efficient for the same computer storage than other preconditionings, including the popular point incomplete Cholesky factorization.
