Efficient Implementation of a Class of Preconditioned Conjugate Gradient Methods
Stanley C. Eisenstat · SIAM Journal on Scientific and Statistical Computing · 1981
The preconditioned conjugate gradient (PCG) method is an effective means for solving systems of linear equations where the coefficient matrix is symmetric and positive definite. The incomplete $LDL^t $ factorizations are a widely used class of preconditionings, including the SSOR, Dupont-Kendall-Rachford, generalized SSOR, ICCG(0), and MICCG(0) preconditionings. The efficient implementation of PCG with a preconditioning from this class is discussed.