Effective Preconditioning through Ordering Interleaved with Incomplete Factorization

DOI10.1137/040618357MaRDI QIDQ5470511zbMATH OpenOpenAlexFDO

Authors In Gyu Lee, Padma Raghavan, Esmond G. Ng

Publication date 31 May 2006

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/5177062131194bf6a72ada7b1bbac38e8f445a7f

zbMATH Keywords

Cholesky factorizationconjugate gradient methodconvergenceincomplete factorizationnumerical examplesorderingpivot selection strategiespreconditionersparse symmetric positive definite matrixstability

Mathematics Subject Classification ID

Direct numerical methods for linear systems and matrix inversion (65F05) Iterative numerical methods for linear systems (65F10) Numerical computation of matrix norms, conditioning, scaling (65F35) Computational methods for sparse matrices (65F50)

Recommendations

• Effective preconditioning through minimum degree ordering interleaved with incomplete factorization
• An improved incomplete Cholesky factorization
• Scaling, reordering, and diagonal pivoting in ILU preconditionings
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• The effect of ordering on preconditioned conjugate gradients

Cited in

(6)

• Towards a cost-effective ILU preconditioner with high level fill
• Orderings for Incomplete Factorization Preconditioning of Nonsymmetric Problems
• Effective preconditioning through minimum degree ordering interleaved with incomplete factorization
• Flexible incomplete Cholesky factorization with multi-parameters to control the number of nonzero elements in preconditioners
• \texttt{HSL\_MI28}: an efficient and robust limited-memory incomplete Cholesky factorization code
• Unsymmetric Ordering Using A Constrained Markowitz Scheme

Describes a project that uses

Uses Software

• SPARSPAK
• BlockSolve95

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