A class of incomplete orthogonal factorization methods. I: Methods and theories (Q5937099)

A class of incomplete orthogonal factorization methods, based on Given's rotations, for large sparse unsymmetrical systems of linear algebraic equations is presented. The analysis indicates that such methods can produce one nonsingular sparse incomplete upper triangular factor, while the second factor can be either a complete orthogonal one or a sparse nonsingular incomplete orthogonal factor for a general nonsingular matrix. This enables the generation of efficient preconditioners for Krylov subspace methods for solving large sparse linear systems. Generation of preconditioners for least squares problems in normal form is also discussed.