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- Title
Preconditioning technique for symmetric M-matrices.
- Authors
Jin, X.-Q.; Wei, Y.-M.; Tam, H.-S.
- Abstract
Linear systems with M-matrices occur in a wide variety of areas including numerical partial differential equations, input-output production and growth models in economics, linear complementarity problems in operations research and Markov chains in stochastic analysis. In this paper, we propose a new preconditioner for solving a system with symmetric positive definite M-matrix by the preconditioned conjugate gradient (PCG) method. We show that our preconditioner increases the convergence rate of the PCG method and reduces the operation cost. Numerical results are given.
- Subjects
MATRICES (Mathematics); ABSTRACT algebra; PARTIAL differential equations; MATHEMATICAL models; MARKOV processes; CONJUGATE gradient methods
- Publication
Calcolo, 2005, Vol 42, Issue 2, p105
- ISSN
0008-0624
- Publication type
Article
- DOI
10.1007/s10092-005-0100-6