Conjugate gradient solution of linear equations
β Scribed by BRINCH HANSEN, PER
- Publisher
- John Wiley and Sons
- Year
- 1998
- Tongue
- English
- Weight
- 142 KB
- Volume
- 10
- Category
- Article
- ISSN
- 1040-3108
No coin nor oath required. For personal study only.
β¦ Synopsis
The conjugate gradient method is an ingenious method for iterative solution of sparse linear equations. It is now a standard benchmark for parallel scientific computing. In the author's opinion, the apparent mystery of this method is largely due to the inadequate way in which it is presented in textbooks. This tutorial explains conjugate gradients by deriving the computational steps from elementary mathematical concepts. The computation is illustrated by a numerical example and an algorithmic outline.
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Comparisons have been made between relaxation methods and certain preconditioned conjugate gradient techniques for solving the system of linear equations arising from the finite-difference form of the linearized Poisson-Boltzmann equation. The incomplete Cholesky conjugate gradient (ICCG) method of