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Improved Balanced Incomplete Factorization

SYSNO ASEP	0351682
Document Type	J - Journal Article
R&D Document Type	Journal Article
Subsidiary J	Článek ve WOS
Title	Improved Balanced Incomplete Factorization
Author(s)	Bru, R. (ES) Marín, J. (ES) Mas, J. (ES) Tůma, Miroslav (UIVT-O)_{SAI, RID, ORCID}
Source Title	SIAM Journal on Matrix Analysis and Applications. - : SIAM Society for Industrial and Applied Mathematics - ISSN 0895-4798 Roč. 31, č. 5 (2010), s. 2431-2452
Number of pages	22 s.
Language	eng - English
Country	US - United States
Keywords	preconditioned iterative methods ; sparse matrices ; incomplete decompositions ; approximate inverses ; Sherman-Morrison formula ; nonsymmetric matrices
Subject RIV	BA - General Mathematics
R&D Projects	IAA100300802 GA AV ČR - Academy of Sciences of the Czech Republic (AV ČR)
Next source	I
CEZ	AV0Z10300504 - UIVT-O (2005-2011)
UT WOS	000285933400009
EID SCOPUS	79251493012
DOI	10.1137/090747804
Annotation	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.
Workplace	Institute of Computer Science
Contact	Tereza Šírová, sirova@cs.cas.cz, Tel.: 266 053 800
Year of Publishing	2011

Number of the records: 1