The effect of incomplete decomposition preconditioning on the convergence of Conjugate Gradients
Henk A. van der Vorst, Gérard L. G. Sleijpen · 1993
The ICCG method, for the iterative solution of the large sparse linear system Ax = b (A is symmetric positive definite) consists of the preconditioning of the system, using an incomplete Choleski decomposition K of the matrix A, and the subsequent iterative solution of this system by the conjugate gradients method. For the construction of an incomplete Choleski decomposition it is, in addition, desirable that A be an M-matrix (see, e.g., [12]).