An ILUCG Algorithm Which Minimizes in the Euclidean Norm (original) (raw)

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Abstract

This paper presents an algorithm which solves sparse systems of linear equations of the form Ax = y, where A is non-symmetric, by the Incomplete LU Decomposition-Conjugate Gradient (ILUCG) method. The algorithm minimizes the error in the Euclidean norm ‖ xi - x‖ 2 , where xi is the solution vector after the ith iteration and x the exact solution vector. The results of a test on one real problem indicate that the algorithm is likely to be competitive with the best existing algorithms of its type.

Publication:

Journal of Computational Physics

Pub Date:

August 1979

DOI:

10.1016/0021-9991(79)90133-5

Bibcode:

1979JCoPh..32..263P