CHINESE JOURNAL OF COMPUTATIONAL PHYSICS ›› 1992, Vol. 9 ›› Issue (4): 445-447.
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Ru Xiangyang, Lei Guangyao
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Abstract: This paper discusses the relationship between the iterative matrix AM-1 of the preconditioned conjugate gradient (PCG) and the tridiagonal matrix Bs obtained when the PCG iteration terminates. The distribution of eigenvalues of Bs is analysed and, consequently, several properties of eigenvalues of the PCG iterative matrix AM-1 are revealed.
Key words: preconditioned conjugate gradient, tridiagonal matrix, eigenvalue extreme eigenva
Ru Xiangyang, Lei Guangyao. NUMERICAL COMPUTATON FOR EXTREME EIGENVALES OF THE PCG ITERATIVE MATRIX[J]. CHINESE JOURNAL OF COMPUTATIONAL PHYSICS, 1992, 9(4): 445-447.
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http://www.cjcp.org.cn/EN/Y1992/V9/I4/445