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Preconditioned Barzilai-Borwein method for the numerical solution of partial differential equations. (English) Zbl 0861.65025

The preconditioned method of J. Barzilai and J. M. Borwein [IMA J. Numer. Anal. 8, No. 1, 141-148 (1988; Zbl 0638.65055)] is introduced to solve large, sparse, symmetric and positive definite linear systems. A set of well-known preconditioning techniques are combined with this method, and numerical examples illustrate the effectiveness of this approach.

MSC:

65F10 Iterative numerical methods for linear systems
65F35 Numerical computation of matrix norms, conditioning, scaling

Citations:

Zbl 0638.65055
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References:

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