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A Robust Incomplete Factorization Preconditioner for Positive Definite Matrices

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    SYSNO ASEP0404726
    Document TypeJ - Journal Article
    R&D Document TypeJournal Article
    Subsidiary JČlánek ve WOS
    TitleA Robust Incomplete Factorization Preconditioner for Positive Definite Matrices
    Author(s) Benzi, M. (US)
    Tůma, Miroslav (UIVT-O) SAI, RID, ORCID
    Source TitleNumerical Linear Algebra with Applications. - : Wiley - ISSN 1070-5325
    Roč. 10, - (2003), s. 385-400
    Number of pages16 s.
    Languageeng - English
    CountryGB - United Kingdom
    Keywordssparse linear systems ; positive definite matrices ; preconditioned conjugate gradients ; incomplete factorization ; A-orthogonalization ; SAINV
    Subject RIVBA - General Mathematics
    R&D ProjectsIAA2030801 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)
    CEZ1030915
    UT WOS000184543600002
    EID SCOPUS0142087843
    DOI10.1002/nla.320
    AnnotationWe 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.
    WorkplaceInstitute of Computer Science
    ContactTereza Šírová, sirova@cs.cas.cz, Tel.: 266 053 800
    Year of Publishing2004

Number of the records: 1  

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