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On Positive Semidefinite Modification Schemes for Incomplete Cholesky Factorization

SYSNO ASEP	0428296
Document Type	J - Journal Article
R&D Document Type	Journal Article
Subsidiary J	Článek ve WOS
Title	On Positive Semidefinite Modification Schemes for Incomplete Cholesky Factorization
Author(s)	Scott, J. (GB) Tůma, Miroslav (UIVT-O)_{SAI, RID, ORCID}
Source Title	SIAM Journal on Scientific Computing. - : SIAM Society for Industrial and Applied Mathematics - ISSN 1064-8275 Roč. 36, č. 2 (2014), A609-A633
Number of pages	25 s.
Language	eng - English
Country	US - United States
Keywords	sparse matrices ; sparse linear systems ; positive-definite symmetric systems ; iterative solvers ; preconditioning ; incomplete Cholesky factorization
Subject RIV	BA - General Mathematics
R&D Projects	GA13-06684S GA ČR - Czech Science Foundation (CSF)
Institutional support	UIVT-O - RVO:67985807
UT WOS	000335817600014
EID SCOPUS	84899631881
DOI	10.1137/130917582
Annotation	Incomplete Cholesky factorizations have long been important as preconditioners for use in solving large-scale symmetric positive-definite linear systems. In this paper, we focus on the relationship between two important positive semidefinite modification schemes that were introduced to avoid factorization breakdown, namely, the approach of Jennings and Malik and that of Tismenetsky. We present a novel view of the relationship between the two schemes and implement them in combination with a limited memory approach. We explore their effectiveness using extensive numerical experiments involving a large set of test problems arising from a wide range of practical applications.
Workplace	Institute of Computer Science
Contact	Tereza Šírová, sirova@cs.cas.cz, Tel.: 266 053 800
Year of Publishing	2015

Number of the records: 1