Počet záznamů: 1

Improved Balanced Incomplete Factorization

  1. 1.
    0351682 - UIVT-O 2011 RIV US eng J - Článek v odborném periodiku
    Bru, R. - Marín, J. - Mas, J. - Tůma, Miroslav
    Improved Balanced Incomplete Factorization.
    SIAM Journal on Matrix Analysis and Applications. Roč. 31, č. 5 (2010), s. 2431-2452 ISSN 0895-4798
    Grant CEP: GA AV ČR IAA100300802
    Grant ostatní: GA AV ČR(CZ) M100300902
    Výzkumný záměr: CEZ:AV0Z10300504
    Zdroj financování: I - institucionální podpora na rozvoj VO
    Klíčová slova: preconditioned iterative methods * sparse matrices * incomplete decompositions * approximate inverses * Sherman-Morrison formula * nonsymmetric matrices
    Kód oboru RIV: BA - Obecná matematika
    Impakt faktor: 1.725, rok: 2010

    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.
    Trvalý link: http://hdl.handle.net/11104/0191385
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