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Article
Approximate Inverse Preconditioners for the conjugate gradient method
International Journal of Computer Mathematics (2002)
  • Chieko Honma, San Jose State University
  • Mohammad Saleem, San Jose State University
Abstract

The method of Conjugate Gradients is known to converge for symmetric positive definite systems of equations. This paper applies it to non-symmetric and ill-conditioned matrices. In order to facilitate convergence, an approximate inverse is used to precondition the Conjugate Gradient method. This is achieved by applying Newton's method. Three versions of Newton's method are introduced to compute the approximate inverse. Convergence of each version is compared. Numerical experimentation is done for some known "ill-conditioned" problems.

Disciplines
Publication Date
2002
Publisher Statement
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Citation Information
Chieko Honma and Mohammad Saleem. "Approximate Inverse Preconditioners for the conjugate gradient method" International Journal of Computer Mathematics Vol. 79 Iss. 4 (2002)
Available at: http://works.bepress.com/mohammad_saleem/6/