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Using preconditioned conjugate gradient for solving consecutive linear systems

✍ Scribed by Blanc, J. Y. ;Comon, P. ;Trystram, D.

Publisher
Wiley (John Wiley & Sons)
Year
1990
Tongue
English
Weight
481 KB
Volume
6
Category
Article
ISSN
0748-8025

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✦ Synopsis

One can point out several applications to the solution of consecutive linear systems with symmetric positive-definite matrices. Such problems arise, for instance, in signal processing, modellization of grid systems, stress analysis and automatic control. We describe in this paper an efficient and robust method based on an original preconditioned conjugate gradient algorithm, and compare it with the usual methods (Cholesky, modified Cholesky when successive systems are modified by an update of given rank, and incomplete Cholesky factorization) in terms of computational complexity.

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Parallel Multigrid Preconditioning of th
Parallel Multigrid Preconditioning of the Conjugate Gradient Method for Systems of Subsurface Hydrology
✍ Leesa Brieger; Giuditta Lecca πŸ“‚ Article πŸ“… 1998 πŸ› Elsevier Science 🌐 English βš– 186 KB

Parallel preconditioners are considered for improving the convergence rate of the conjugate gradient method for solving sparse symmetric positive definite systems generated by finite element models of subsurface flow. The difficulties of adapting effective sequential preconditioners to the parallel