On the preconditioning conjugate gradient method for the solution of 9-point elliptic difference equations

Abstract

The Preconditioned Conjugate Gradient (PCG) method is implemented to solve the system with 9 diagonal entries generated from a 9-point finite difference approximation of the self-adjoint elliptic partial differential equation using an incomplete matrix decomposition. A simpler matrix decomposition for such a linear system is also proposed with a main advantage that it preserves the symmetry of the original matrix, and is easy to implement. Results of the numerical experiments and comparison with other iterative methods are presented.