Vol. 53 No. 02 (2003): Volume 53 Number 02, June 2003
Articles

A parallel implementation of Chebyshev preconditioned conjugate gradient method

Hasan DAĞ
Computational Sience and Engineering Program, Informatics Institute, Istanbul Technical University
Çağatay AKÇADOĞAN
Computational Sience and Engineering Program, Informatics Institute, Istanbul Technical University

Published 09/01/2003

Keywords

  • Chebyshev polynomials,
  • conjugate gradient method,
  • iterative methods,
  • preconditioner

How to Cite

DAĞ, Hasan, and Çağatay AKÇADOĞAN. 2003. “A Parallel Implementation of Chebyshev Preconditioned Conjugate Gradient Method”. ITU ARI Bulletin of Istanbul Technical University 53 (02):13-21. https://ari.itu.edu.tr/index.php/ituari/article/view/35.

Abstract

A parallel implementation for linear set of equations of the form Ax = b is presented in this paper. In this implementation, instead of the traditional direct solution of Ax = b, conjugate gradient method is used. The conjugate gradient method is accelerated with an approximate inverse matrix preconditioner obtained from a linear combination of matrix-valued Chebyshev polynomials. This implementation is tested on a Sun SMP machine. Since conjugate gradient method and preconditioner contain mainly matrix-vector and matrix-matrix multiplications, convincing results are obtained in terms of both speed and scalability.