Truncated incomplete factorization for conjugate-gradient methods in two and three dimensions (Q1111332)

The author investigates how the computational performance of the conjugate gradient method changes when factorization is made more incomplete. Both two- and three-dimensional truncated factorization are treated, considering their performance for difference matrices. For two- dimensional problems the factorization which uses all nine bands has all in all the best performance. In three dimensions the orthogonal factorization method generally gives the best results.