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A Robust Incomplete Factorization Preconditioner for Positive Definite Matrices
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SYSNO ASEP 0404726 Document Type J - Journal Article R&D Document Type Journal Article Subsidiary J Článek ve WOS Title A Robust Incomplete Factorization Preconditioner for Positive Definite Matrices Author(s) Benzi, M. (US)
Tůma, Miroslav (UIVT-O) SAI, RID, ORCIDSource Title Numerical Linear Algebra with Applications. - : Wiley - ISSN 1070-5325
Roč. 10, - (2003), s. 385-400Number of pages 16 s. Language eng - English Country GB - United Kingdom Keywords sparse linear systems ; positive definite matrices ; preconditioned conjugate gradients ; incomplete factorization ; A-orthogonalization ; SAINV Subject RIV BA - General Mathematics R&D Projects IAA2030801 GA AV ČR - Academy of Sciences of the Czech Republic (AV ČR) IAA1030103 GA AV ČR - Academy of Sciences of the Czech Republic (AV ČR) CEZ 1030915 UT WOS 000184543600002 EID SCOPUS 0142087843 DOI 10.1002/nla.320 Annotation 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. Workplace Institute of Computer Science Contact Tereza Šírová, sirova@cs.cas.cz, Tel.: 266 053 800 Year of Publishing 2004
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