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计算数学 1988
AN INCOMPLETE-CHOLESKY CONJUGATE GRADIENT METHOD WITH A PARAMETER
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Abstract:
Meijerink and Van der Vorst proposed an incomplete-Cholesky conjugate gradient me-thod. In this paper, for the matrix derived from an elliptic problem, the accurate estimate ofthe condition number after preconditioning with the method in 1] is given.And we proposean incomplete-Cholesky conjugate gradient method with a parameter. Numerical results showour method has improved the one in 1].