A NOTE ON INCOMPLETE CHOLESKY PRECONDITIONING CONJUGATE GRADIENT METHOD

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Tian Linggai Department of Basic Coureses Hebei Architecture Science and Technology CollegeHandan PRC ^{[56038
]}

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Numerical Mathematics A Journal of Chinese Universities(English Series) | 2000年 / English Series期

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<正> Let A be an n×n symmetric positive definite matrix,x be an n×1 unknown vectorand b,an n×1 given vector.Consider linear algebric equations systemAx=b.（1）Make an incomplete Cholesky factorization of AA=LLT+R（2）where L is a lower triangular matrix.Use L we get a preconditioned equationBy=dwhere B=L-1AL-T,y=LTx and d=L-1b.

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页码：59 / 60

页数：2

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