Algorithm 809: PREQN Fortran 77 subroutines for preconditioning the conjugate gradient method.

PREQN is a package of Fortran 77 subroutins for automatically generating preconditioners for the conjugate gradient method. It is designed for solving a sequence of linear systems Aix = bi, i = 1?, t, where the coefficient matrices Ai are symmetric and positive definite and vary slowly. Problems of...

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Pubblicato in:ACM transactions on mathematical software. 27, 1 (2001).
Autore principale: Morales, José Luis
Altri autori: Nocedal, Jorge
Natura: Articolo
Lingua:English
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