Preconditioning technique for symmetric M-matrices
| Autor: | Xiao-Qing Jin, H.-S. Tam, Yimin Wei |
|---|---|
| Rok vydání: | 2005 |
| Předmět: |
Mathematical optimization
Algebra and Number Theory Partial differential equation Preconditioner Differential equation Numerical analysis Linear system Computer Science::Numerical Analysis Computational Mathematics Rate of convergence Conjugate gradient method Applied mathematics Mathematics Numerical partial differential equations |
| Zdroj: | Calcolo. 42:105-113 |
| ISSN: | 1126-5434 0008-0624 |
| DOI: | 10.1007/s10092-005-0100-6 |
| Popis: | Linear systems with M-matrices occur in a wide variety of areas including numerical partial differential equations, input-output production and growth models in economics, linear complementarity problems in op- erations research and Markov chains in stochastic analysis. In this paper, we propose a new preconditioner for solving a system with symmetric positive definite M-matrix by the preconditioned conjugate gradient (PCG) method. We show that our preconditioner increases the con- vergence rate of the PCG method and reduces the operation cost. Numerical results are given. |
| Databáze: | OpenAIRE |
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