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A Preconditioned Conjugate Gradient Method for Solving a Class of Non-Symmetric Linear Systems

Jack Dongarra, G. K. Leaf, Michael Minkoff

Abstract

This report describes a conjugate gradient preconditioning scheme for solving a certain system of equations which arises in the solution of a three dimensional partial differential equation. The problem involves solving systems of equations where the matrices are large, sparse, and non-symmetric.

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Available abstract

Key concepts: Conjugate gradient method, Mathematics, Conjugate residual method, Derivation of the conjugate gradient method, Biconjugate gradient method, Conjugate, Applied mathematics, Nonlinear conjugate gradient method