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NUMERICAL COMPUTATON FOR EXTREME EIGENVALES OF THE PCG ITERATIVE MATRIX
Ru Xiangyang, Lei Guangyao
CHINESE JOURNAL OF COMPUTATIONAL PHYSICS
1992, 9 (4):
445-447.
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.
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