The multigrid preconditioned conjugate gradient method

A multigrid preconditioned conjugate gradient method (MGCG method), which uses the multigrid method as a preconditioner of the PCG method, is proposed. The multigrid method has inherent high parallelism and improves convergence of long wavelength components, which is important in iterative methods. By using this method as a preconditioner of the PCG method, an efficient method with high parallelism and fast convergence is obtained. First, it is considered a necessary condition of the multigrid preconditioner in order to satisfy requirements of a preconditioner of the PCG method. Next numerical experiments show a behavior of the MGCG method and that the MGCG method is superior to both the ICCG method and the multigrid method in point of fast convergence and high parallelism. This fast convergence is understood in terms of the eigenvalue analysis of the preconditioned matrix. From this observation of the multigrid preconditioner, it is realized that the MGCG method converges in very few iterations and the multigrid preconditioner is a desirable preconditioner of the conjugate gradient method.