Generalized conjugate gradient method for nonsymmetric systems of linear equations. [Solution of systems of linear equations such as arise in solution of elliptic partial differential equations]
Technical Report
·
OSTI ID:7356434
A generalized conjugate gradient method is considered for solving systems of linear equations having nonsymmetric coefficient matrices with positive-definite symmetric part. The method is based on splitting the matrix into its symmetric and skew-symmetric parts, and then accelerating the associated iteration by using conjugate gradients; the method simplifies in this case, as only one of the two usual parameters is required. The method is most effective for cases in which the symmetric part of the matrix corresponds to an easily solvable system of equations. Convergence properties are discussed, as well as an application to the numerical solution of elliptic partial differential equations. (auth)
- Research Organization:
- Stanford Univ., Calif. (USA). Dept. of Computer Science
- OSTI ID:
- 7356434
- Report Number(s):
- SU-326-P30-45
- Country of Publication:
- United States
- Language:
- English
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