The Modified Conjugate Residual Method for Partial Differential Equations.

摘要

This paper presents the Modified Conjugate Residual (MCR) Method, a stabilized version of Luenberger's Method of Conjugate Residuals, for solving large sparse systems of linear equations. This iterative method has special significance when the system is not positive definite so that methods like Conjugate Gradients are inapplicable. In the special case when the system is positive definite, MCR reduces to one of the family of general conjugate gradient methods discussed by Hestenes.