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Preconditioned Conjugate Gradient

A discussion of the Conjugate Gradient method is presented in Chapter 9 of the text. In class, we presented the following two algorithms for conjugate gradient (figure ) and preconditioned conjugate gradient (figure ).

**Figure:** Iterative part of the conjugate gradient (CG) algorithm.
$\begin{figure} \centerline{\psfig{file=CG.eps,width=5.0in}} \end{figure}$

**Figure:** Iterative part of the preconditioned conjugate gradient (PCG) algorithm
$\begin{figure} \centerline{\psfig{file=PCG.eps,width=5.0in}} \end{figure}$

George Karniadakis
2001-12-04