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A Preconditioned Conjugate Gradient Algorithm for Solving Equation Systems with Non-positive Definite Sparse Matrices

机译:求解带正定稀疏矩阵方程组的预处理共轭梯度算法

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A new preconditioned conjugate gradient algorithm is presented to solve the system of equations with non-positive definite sparse coefficient matrixes. The algorithm is based on the conjugate gradient method, but employing the incomplete LU factorization approach as the pre-conditioner. By introducing this pre-conditioner the convergence rate of the iterative solution process is increased considerably. The solution results indicate this new preconditioned conjugate gradient algorithm is suitable for solving the equation systems with symmetric non-positive definite sparse matrixes, which appear in the finite element system with anisotropic media.
机译:提出了一种新的预处理共轭梯度算法来求解带有非正定稀疏系数矩阵的方程组。该算法基于共轭梯度法,但采用不完全LU分解方法作为预处理器。通过引入此预处理器,可大大提高迭代求解过程的收敛速度。求解结果表明,该新的预处理共轭梯度算法适用于求解对称各向异性非正定稀疏矩阵的方程组,该方程组出现在具有各向异性介质的有限元系统中。

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