The convergence behaviour of preconditioned CG and CG-S in the presence of rounding errors

  • H. A. Van der Vorst
Submitted Papers
Part of the Lecture Notes in Mathematics book series (LNM, volume 1457)

Abstract

Incomplete Choleski decompositions and modified versions thereof are quite effective preconditioners for the conjugate gradients method. It is explained why Modified Incomplete Choleski may lead to more iteration steps, in some cases, whereas it should theoretically be more effective than standard Incomplete Choleski. It is also shown, by carefully analyzing a numerical example, why the convergence behaviour of Conjugate Gradients-Squared can be, sometimes unacceptable, irregular.

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Copyright information

© Springer-Verlag 1990

Authors and Affiliations

  • H. A. Van der Vorst
    • 1
  1. 1.Delft University of TechnologyDelftthe Netherlands

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