Incomplete Cholesky conjugate gradient method for the STAR (5-point operator)
1977
A method for implementing the Incomplete Cholesky Conjugate Gradient algorithm on the CDC STAR-100 is described. The conjugate gradient method is used to solve the system of equations arising from the differencing of the elliptic partial differential equation (PDE) grad . D(x,y) grad u + cu = f(x,y). The method is implemented by use of a five-point difference approximation the PDE. The method is directly applicable to the nine-point case. 3 tables.
Keywords:
- Cholesky decomposition
- Gradient descent
- Mathematical optimization
- Biconjugate gradient method
- Derivation of the conjugate gradient method
- Mathematical analysis
- Numerical partial differential equations
- Nonlinear conjugate gradient method
- Conjugate gradient method
- Mathematics
- Conjugate residual method
- Elliptic partial differential equation
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