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This paper considers the incomplete Choleski conjugate gradient method for symmetric positive definite linear systems. The goal is to obtain implementations of this method suitable for vector computers which require long vectors for efficiency. This is achieved by a multicoloring strategy which allows efficient solution of the triangular systems of the preconditioning as well as efficient matrix vector multiplication. Numerical results are given for three model problems on a CYBER 205.
Poole et al. (Tue,) studied this question.