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Preconditioned conjugate gradient (PCG)

Properties

  • symmetric matrices
  • run-time selectable preconditioner
  • good parallel scaling

Usage

solver PCG;
preconditioner <conditioner>;
relTol <relative tolerance>;
tolerance <tolerance>;

Details

Operation

Computation cost

Start-up:

  • 1 matrix-vector multiply
  • 1 parallel reduction

Per iteration

  • 1 matrix-vector multiply
  • 3 parallel reductions
  • and preconditioner - applied 1x

Further information

Source code

API: