计算物理 ›› 1986, Vol. 3 ›› Issue (4): 487-495.

• 论文 • 上一篇    下一篇

予条件共轭梯度法的收敛性

胡家赣, 王邦荣, 陈创飞, 刘兴平   

  1. 应用物理与计算数学研究所, 北京
  • 收稿日期:1986-05-27 出版日期:1986-12-25 发布日期:1986-12-25

CONVERGENCE OF PRECONDITIONED CONJUGATE GRADIENT METHODS

Hu Jia-gan, Wang Bang-rong, Chen Chuang-fei, Lin Xing-ping   

  1. Institute of Applied physics and Computational Mathematics, Being
  • Received:1986-05-27 Online:1986-12-25 Published:1986-12-25

摘要: 本文对某些予条件共轭梯度法的收敛性进行了一些分析,如ICCG法,ILUCK(K)法、ILUCG(P)法及所谓的"TCG法",其中用了许多分裂作为对所要解的线性代数方程组的系数矩阵A进行予条件的工具,这里设A为对角优势矩阵,文中还给出了若干数值算例来说明我们分析的结果。

Abstract: In this paper,we analyse the rate of convergence of some precontditionedonjugate gradient methods,namely ICCG method ILUCG(k) method, ILUCG (p)method and so called "TCG method" with a number of splittings for preconditioning the coefficient matrix A of the system of linear algebraic equation to be solved under the condition that A is diagonally dominant. Several numeriical examples are given to illustrate our analysis.