如何求解由有限元或差分法所导出的大型线性方程组是现代科学与工程计算中的重要问题.考虑n阶对称正定线性方程组
Based on the classic error estimate of conjugate gradient method (CG), it was found that when mL~L-i is taken as the iteration number on the i-th grid Zi, there is a "threshold" i0 about grid level for CG-based extrapolation cascadic multi-grid method. That is, the error on Zi will decay rapidly if i 〈 io, while i 〉 i0the role of CG is only smoothing. And then the convergence of the EXCMG method was proved by using of this feature.