GMRES: a generalized minimal residual algorithm for solving nonsymmetric linear systems
SIAM Journal on Scientific and Statistical Computing
Iterative solution methods
An Introduction to the Conjugate Gradient Method Without the Agonizing Pain
An Introduction to the Conjugate Gradient Method Without the Agonizing Pain
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A parallel implementation for linear set of equations of the form Ax = b is presented in this paper. In this implementation, instead of the traditional direct solution of Ax = b, conjugate gradient method is used. The conjugate gradient method is accelerated with an approximate inverse matrix preconditioner obtained from a linear combination of matrix-valued Chebyshev polynomials. This implementation is tested on a Sun SMP machine. Since conjugate gradient method and preconditioner contain only matrix-vector and matrix-matrix multiplications, convincing results are obtained in terms of both speed and scalability.