Software for Automatically Preconditioning the Conjugate Gradient Method
PREQN is a package of Fortran 77 subroutines for automatically generating
preconditioners for the conjugate gradient method. It is designed for solving
a sequence of linear systems A_i x=b_i, i=1,...,t, where the coefficient
matrices A_i are symmetric and positive definite and vary slowly. The preconditioners
are based on limited memory quasi-Newton updating and are recommended for
problems in which: i) the coefficient matrices are not explicitly known
and only matrix-vector products of the form A_i v can be computed; or ii)
the coefficient matrices are not sparse. PREQN is written so that a single
call from a conjugate gradient routine performs the preconditioning operation
and stores information needed for the generation of a new preconditioner.
The current release is version 1.1. The distribution file was
last changed on 01/01/2011.
Downloading and Installing the Preconditioner Package
This software is freely available, but we expect that all publications
describing work using this software quote at least one of the references
You are welcome to grab the full Unix distribution, containing source code,
makefile, and user guide.
HERE TO DOWNLOAD THE PRECONDITIONER PACKAGE DISTRIBUTION FILE
Save the gz file in a fresh subdirectory on your system. To install,
to produce a file preqn.1.1.tar. Then, type
tar -xvf preqn.1.1.tar
to have the source code, makefile and user guide put in the current directory.