Incomplete Cholesky decomposition conjugate gradient method in Matlab

Question

I have a problem in finding the numerical material that describing in detail for incomplete Cholesky combined with conjugate gradient method by using Matlab. Someone can help me? Many thank in advance.

Answer 1

I'm not really sure what the "numerical material" means but if you'd like to use the incomplete Cholesky preconditioner with conjugate gradients in MATLAB, you might consider using doc cholinc and doc pcg commands for detailed information.

Working example:

A = gallery('poisson', 32);
b = ones(32^2, 1);
R = cholinc(A, 0.1); % Incomplete Cholesky fact.: A \approx R * R'
x = pcg(A, b, 1e-6, 100, R, R');