PRECONDITIONED MATRIX AND ITS STRUCTURE TECHNIQUE
FAN Xiao tao, JI Guang ming (College of Information Management, Chengdu University of Technology, China)
In order to make the preconditioned conjugate gradient method(PCG) increase the convergence speed and overcome the number unstability, this paper gives the conditions to structure the preconditioned matrix and structure the three typical preconditioned matrixes. They are the preconditioned matrix with the incompletely Cholesky factor, the diagonal preconditioned matrix, and the preconditioned matrix induced by SSOR. They are effective preconditioned matrixs in PCG.