An algebraic multilevel iterative method of incomplete factorization for Stieltjes matrices

MaRDI QIDQ1571188zbMATH OpenFDO

Authors M. R. Larin

Publication date 26 June 2001

Published in Computational Mathematics and Mathematical Physics (Search for Journal in Brave)

zbMATH Keywords

\(M\)-matricescomputational complexityconjugate gradient methodconvergenceincomplete factorizationmultilevel iterative methodpreconditionerStieltjes matrices

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10) Numerical computation of matrix norms, conditioning, scaling (65F35)

Review text

A more general formulation is given to a multilevel iterative method of incomplete factorization that was proposed earlier for solving five-point systems of equations with symmetric positive definite \(M\)-matrices. The quality of a preconditioner is improved with the use of special matrix polynomials, which recursively relate the preconditioners of two adjacent levels. The upper and lower bounds for the degrees of polynomials are determined from the conditions that an optimal order of computational complexity is preserved and an optimal rate of convergence is achieved.

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Cited in

(4)

• Conditioning of Stieltjes matrices by S/P consistently ordered approximate factorizations
• An optimal incomplete factorization method for Stieltjes matrices
• Algebraic multilevel iteration method for Stieltjes matrices
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