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Efficient implementation of a class of preconditioned Conjugate Gradient methods

. Research Report, 185. Yale University, Department of Computer Science, (August 1980)

Abstract

The preconditioned conjugate gradient (PCG) method is aneffective means for solving systems of linear equations wherethe coefficient matrix is symmetric and positive definite.(tThe incomplete LDL factorizations are a widely used class ofpreconditionings, including the SSOR, Dupont-Kendall-Rachford,Generalized SSOR, ICCG(O), and MICCG(O) preconditionings. The efficient implementation of PCG with a preconditioning fromthis class is discussed.

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