An Incomplete Factorization Technique for Positive Definite Linear Systems
نویسندگان
چکیده
منابع مشابه
An Incomplete Factorization Technique for Positive Definite Linear Systems
This paper describes a technique for solving the large sparse symmetric linear systems that arise from the application of finite element methods. The technique combines an incomplete factorization method called the shifted incomplete Cholesky factorization with the method of generalized conjugate gradients. The shifted incomplete Cholesky factorization produces a splitting of the matrix A that ...
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In this paper, we study the use of an incomplete Cholesky factorization (ICF) as a preconditioner for solving dense symmetric positive definite linear systems. This method is suitable for situations where matrices cannot be explicitly stored but each column can be easily computed. Analysis and implementation of this preconditioner are discussed. We test the proposed ICF on randomly generated sy...
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ژورنال
عنوان ژورنال: Mathematics of Computation
سال: 1980
ISSN: 0025-5718
DOI: 10.2307/2006097