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Article

Keywords:
conjugate gradient method; preconditioning
Summary:
An algorithm of the preconditioned conjugate gradient method in which the solution of an auxiliary system is replaced with multiplication by the matrix $ M=I-\omega A $ for suitably chosen $\omega $ is presented.
References:
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[lit6] W. Hackbusch: Multigrid Methods and Applications. Springer Verlag, 1985. MR 0814495
[lit8] O. Axelsson, V. A. Barker: Finite Element Solution of Boundary Value Problems. Academic Press, 1984. MR 0758437
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