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The effect of incomplete decomposition preconditioning on the convergence of Conjugate Gradients

  • Henk A. Van der Vorst
  • Gerard G. L. Sleijpen
Chapter
Part of the Notes on Numerical Fluid Mechanics (NNFM) book series (NNFM, volume 29)

Abstract

The ICCG method, for the iterative solution of the large sparse linear system Ax = b (A is symmetric positive definite) consists of the preconditioning of the system, using an incomplete Choleski decomposition K of the matrix A, and the subsequent iterative solution of this system by the conjugate gradients method. For the construction of an incomplete Choleski decomposition it is, in addition, desirable that A be an M-matrix (see, e.g., [12]).

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Copyright information

© Friedr. Vieweg & Sohn Verlagsgesellschaft mbH, Braunschweig/Wiesbaden 1993

Authors and Affiliations

  • Henk A. Van der Vorst
    • 1
  • Gerard G. L. Sleijpen
    • 1
  1. 1.Mathematical InstituteUniversity of UtrechtUtrechtthe Netherlands

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