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Improved Balanced Incomplete Factorization
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SYSNO ASEP 0351682 Druh ASEP J - Článek v odborném periodiku Zařazení RIV J - Článek v odborném periodiku Poddruh J Článek ve WOS Název Improved Balanced Incomplete Factorization Tvůrce(i) Bru, R. (ES)
Marín, J. (ES)
Mas, J. (ES)
Tůma, Miroslav (UIVT-O) SAI, RID, ORCIDZdroj.dok. SIAM Journal on Matrix Analysis and Applications. - : SIAM Society for Industrial and Applied Mathematics - ISSN 0895-4798
Roč. 31, č. 5 (2010), s. 2431-2452Poč.str. 22 s. Jazyk dok. eng - angličtina Země vyd. US - Spojené státy americké Klíč. slova preconditioned iterative methods ; sparse matrices ; incomplete decompositions ; approximate inverses ; Sherman-Morrison formula ; nonsymmetric matrices Vědní obor RIV BA - Obecná matematika CEP IAA100300802 GA AV ČR - Akademie věd Další zdroj I CEZ AV0Z10300504 - UIVT-O (2005-2011) UT WOS 000285933400009 EID SCOPUS 79251493012 DOI 10.1137/090747804 Anotace In this paper we improve the BIF algorithm which computes simultaneously the LU factors (direct factors) of a given matrix and their inverses (inverse factors). This algorithm was introduced in [R. Bru, J. Marín, J. Mas, and M. Tůma, SIAM J. Sci. Comput., 30 (2008), pp. 2302–2318]. The improvements are based on a deeper understanding of the inverse Sherman–Morrison (ISM) decomposition, and they provide a new insight into the BIF decomposition. In particular, it is shown that a slight algorithmic reformulation of the basic algorithm implies that the direct and inverse factors numerically influence each other even without any dropping for incompleteness. Algorithmically, the nonsymmetric version of the improved BIF algorithm is formulated. Numerical experiments show very high robustness of the incomplete implementation of the algorithm used for preconditioning nonsymmetric linear systems. Pracoviště Ústav informatiky Kontakt Tereza Šírová, sirova@cs.cas.cz, Tel.: 266 053 800 Rok sběru 2011
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