KSPCGNE — PETSc 3.21.4 documentation

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# KSPCGNE

Applies the preconditioned conjugate gradient method to the normal equations without explicitly forming \(A^T*A\)

## Options Database Key

- -ksp_cg_type <Hermitian or symmetric - (for complex matrices only) indicates the matrix is Hermitian or symmetric

## Notes

Eigenvalue computation routines including `KSPSetComputeEigenvalues()` and `KSPComputeEigenvalues()` will return information about the spectrum of \(A^T*A\), rather than \(A\).

`KSPCGNE` is a general-purpose non-symmetric method. It works well when the singular values are much better behaved than eigenvalues. A unitary matrix is a classic example where `KSPCGNE` converges in one iteration, but `KSPGMRES` and `KSPCGS` need N iterations, see [NRT90]. If you intend to solve least squares problems, use `KSPLSQR`.

This is NOT a different algorithm than used with `KSPCG`, it merely uses that algorithm with the matrix defined by \(A^T*A\) and preconditioner defined by \(B^T*B\) where \(B\) is the preconditioner for \(A\).

This method requires that one be able to apply the transpose of the preconditioner and operator as well as the operator and preconditioner. If the transpose of the preconditioner is not available then the preconditioner is used in its place so one ends up preconditioning \(A^T*A\) with \(B*B\). Seems odd?

This only supports left preconditioning.

## Developer Note

This object is subclassed off of `KSPCG`, see the source code in src/ksp/ksp/impls/cg for comments on the structure of the code

## References

[NRT90]

Noël M. Nachtigal, Satish C. Reddy, and Lloyd N. Trefethen. How fast are nonsymmetric matrix iterations? Technical Report 90-2, Massachusetts Institute of Technology, March 1990.

## See Also

KSP: Linear System Solvers, `KSPCreate()`, `KSPSetType()`, `KSPType`, `KSP`, `KSPCG`, `KSPLSQR`, `KSPCGLS`, `KSPCGSetType()`, `KSPBICG`, `KSPSetComputeEigenvalues()`, `KSPComputeEigenvalues()`

## Level

beginner

## Location

src/ksp/ksp/impls/cg/cgne/cgne.c

Index of all KSP routines
Table of Contents for all manual pages
Index of all manual pages