Parallel preconditioned conjugate gradient algorithm on GPU

We propose a parallel implementation of the Preconditioned Conjugate Gradient algorithm on a CPU platform. The preconditioning matrix is an approximate inverse derived from the SSOR preconditioner. Used through sparse matrix-vector multiplication, the proposed preconditioner is well suited for the massively parallel CPU architecture. As compared to CPU implementation of the conjugate gradient algorithm, our CPU preconditioned conjugate gradient implementation is up to 10 times faster (8 times faster at worst). (c) 2011 Elsevier B.V. All rights reserved.