On the discrete dynamic nature of the conjugate gradient method

  • Authors:
  • Y. T. Feng

  • Affiliations:
  • Civil and Computational Engineering Centre, School of Engineering, University of Wales Swansea, Singleton Park, Swansea Wales SA2 8PP, UK

  • Venue:
  • Journal of Computational Physics
  • Year:
  • 2006

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Abstract

The primary objective of this technical note is to establish an equivalence between the (preconditioned) conjugate gradient (PCG) algorithm and a special central difference based DR procedure, thereby revealing a discrete dynamic nature of the CG iterative procedure. This may therefore provide an alterative viewpoint to gain a further understanding of the CG method and its variants.