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CONVERGENCE OF PRECONDITIONED CONJUGATE GRADIENT METHODS
Hu Jia-gan, Wang Bang-rong, Chen Chuang-fei, Lin Xing-ping
CHINESE JOURNAL OF COMPUTATIONAL PHYSICS
1986, 3 (4):
487-495.
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.
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