A class of incomplete orthogonal factorization methods. II: Implemetation and results (Q2568630)
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English | A class of incomplete orthogonal factorization methods. II: Implemetation and results |
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A class of incomplete orthogonal factorization methods. II: Implemetation and results (English)
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18 October 2005
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The authors present a considerable amount of implementation research following up on their previous theoretical research [\textit{Z. Bai}, \textit{I. S. Duff} and \textit{A. J. Wathen}, BIT 41, No. 1, 53--70 (2001; Zbl 0990.65038)] regarding incomplete orthogonal factorization methods, using Given's rotations, for square and rectangular sparse matrices. The approach stems from the idea to compute the orthogonal factorization of a matrix which is sufficiently close to the original one. Three separate methods are discussed in details, and abundant practical considerations are presented including algorithmic aspects and numerical examples.
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preconditioning
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sparse linear systems
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sparse least-squares
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iterative methods
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incomplete orthogonal factorizations
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Givens rotations
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numerical examples
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