JOURNAL ARTICLE
MODIFLED INCOMPLETE CHOLESKY FACTORIZATION PRECONDITIONERS FOR A SYMMETRIC POSITIVE DEFINITE MATRIX
Year: 2002 Journal: Bulletin of the Korean Mathematical Society Vol: 39 (3)Pages: 495-509 Publisher: Korean Mathematical Society
Abstract
We propose variants of the modified incomplete Cho1esky factorization preconditioner for a symmetric positive definite (SPD) matrix. Spectral properties of these preconditioners are discussed, and then numerical results of the preconditioned CG (PCG) method using these preconditioners are provided to see the effectiveness of the preconditioners.
Keywords:
Incomplete Cholesky factorization Cholesky decomposition Preconditioner Mathematics Positive-definite matrix Incomplete LU factorization Factorization Minimum degree algorithm Matrix decomposition Matrix (chemical analysis) Applied mathematics Symmetric matrix Algebra over a field Pure mathematics Algorithm Iterative method Eigenvalues and eigenvectors Chemistry
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Topics
Matrix Theory and Algorithms
Physical Sciences → Computer Science → Computational Theory and Mathematics
Electromagnetic Scattering and Analysis
Physical Sciences → Physics and Astronomy → Atomic and Molecular Physics, and Optics
Advanced Numerical Methods in Computational Mathematics
Physical Sciences → Engineering → Computational Mechanics
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