Program Generator for the Incomplete Cholesky Conjugate Gradient (ICCG) Method with a Symmetrizing Preprocessor

摘要

This paper is an extension of the previous paper, A Program Generator for the Incomplete LU-Decomposition-Conjugate Gradient (ILUCG) Method which appeared in Computer Physics Communications. In that paper a generator program was presented which produced a code package to solve the system of equations Ax/sub approx./ = b/sub approx./, where A is an arbitrary nonsingular matrix, by the ILUCG method. In the present paper an alternative generator program is offered which produces a code package applicable to the case where A is symmetric and positive definite. The numerical algorithm used is the Incomplete Cholesky Conjugate Gradient (ICCG) method of Meijerink and Van der Vorst, which executes approximately twice as fast per iteration as the ILUCG method. In addition, an optional preprocessor is provided to treat the case of a not diagonally dominant nonsymmetric and nonsingular matrix A by solving the equation A/sup T/Ax/sub approx./ = A/sup T/b/sub approx./. (ERA citation 05:018234)