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A Robust Incomplete Factorization Preconditioner for Positive Definite Matrices
- 1.0404726 - UIVT-O 20030114 RIV GB eng J - Journal Article
Benzi, M. - Tůma, Miroslav
A Robust Incomplete Factorization Preconditioner for Positive Definite Matrices.
Numerical Linear Algebra with Applications. Roč. 10, - (2003), s. 385-400. ISSN 1070-5325
R&D Projects: GA AV ČR IAA2030801; GA AV ČR IAA1030103
Institutional research plan: AV0Z1030915
Keywords : sparse linear systems * positive definite matrices * preconditioned conjugate gradients * incomplete factorization * A-orthogonalization * SAINV
Subject RIV: BA - General Mathematics
Impact factor: 1.042, year: 2003
We describe a novel technique for computing a sparse incomplete factorization of a general symmetric positive definite matrix A. The factorization is not based on the Cholesky algorithm 9or Gaussian elimination0, but on A-orthogonalization. Thus, the incomplete factorization always exists and can be computed without any diagonal modification. When used in conjunction with the conjugate gradient algorithin, the new preconditioner results in a reliable solver for highly ill-conditioned linear systems. Comparisons with other incomplete factorization techniques using challenging linear systems from structural analysis and solid mechanics problems are presented.
Permanent Link: http://hdl.handle.net/11104/0124964