An optimal incomplete factorization method for Stieltjes matrices

MaRDI QIDQ2751276zbMATH OpenFDO

Authors M. R. Larin

Publication date 21 October 2001

zbMATH Keywords

algebraic multilevel incomplete factorizationconjugate gradient methodconvergencepreconditioningSchur's complementsparse symmetric positive definite matrixStieltjes matrices

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10) Numerical computation of matrix norms, conditioning, scaling (65F35) Computational methods for sparse matrices (65F50)

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(6)

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• An augmented incomplete factorization approach for computing the Schur complement in stochastic optimization
• On the choice of iteration parameters in the Stone incomplete factorization
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• Stability and Fast Algorithms of Incomplete LU Factorization with Zero‐Fill for Nine‐Diagonal Matrices

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