Algorithm 809: PREQN
Published in ACM Transactions on Mathematical Software • Mar 1, 2001
NobleIDNI6P37W36R18S88
Authors:,
José Luis Morales
Jorge Nocedal
Abstract
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 A i x = b i , i = 1…, t , where the coefficient matrices A i are symmetric and positive definite and vary slowly. Proble...
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