NAG Fortran Library Routine Document F11JAF
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چکیده
The amount of fill-in occurring in the factorization can vary from zero to complete fill, and can be controlled by specifying either the maximum level of fill LFILL, or the drop tolerance DTOL. The factorization may be modified in order to preserve row sums, and the diagonal elements may be perturbed to ensure that the preconditioner is positive-definite. Diagonal pivoting may optionally be employed, either with a user-defined ordering, or using the Markowitz strategy (Markowitz (1957)), which aims to minimize fill-in. For further details see Section 8.
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