A Sparse Approximate Inverse Preconditioner for the Conjugate Gradient Method
نویسندگان
چکیده
A method for computing a sparse incomplete factorization of the inverse of a symmetric positive definite matrix A is developed, and the resulting factorized sparse approximate inverse is used as an explicit preconditioner for conjugate gradient calculations. It is proved that in exact arithmetic the preconditioner is well defined if A is an H-matrix. The results of numerical experiments are presented.
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ورودعنوان ژورنال:
- SIAM J. Scientific Computing
دوره 17 شماره
صفحات -
تاریخ انتشار 1996