Results in Applied Mathematics (Oct 2019)

Structure of the preconditioned system in various preconditioned conjugate gradient squared algorithms

  • Shoji Itoh,
  • Masaaki Sugihara

Journal volume & issue
Vol. 3

Abstract

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An improved preconditioned conjugate gradient squared (PCGS) algorithm has recently been proposed, and it performs much better than the conventional PCGS algorithm. In this paper, the improved PCGS algorithm is verified as a coordinative to the left-preconditioned system, and it has the advantages of both the conventional and the left-PCGS; this is done by comparing, analyzing, and executing numerical examinations of various PCGS algorithms, including another improved one. We show that the direction of the preconditioned system for the CGS method is determined by the operations of αk and βk in the PCGS algorithm. By comparing the logical structures of these algorithms, we show that the direction of the preconditioned system can be switched by the construction and setting of the initial shadow residual vector. Keywords: Congruence of preconditioning conversion, Direction of preconditioned system, Preconditioned Krylov subspace method, Improved PCGS