Shifted iterations (Q1358156)

Incomplete factorization is a well established method for the solution of linear systems with \(M\)-matrices. For more general matrices, the application of the method is less spectacular since instabilities can occur, maybe with exception of a few special cases. The author considers stabilization of the decomposition by shift of the diagonal that is linked with the residual matrix. In particular, the method presented can be applied to any positive definite matrix. The method may also be used to generate robust smoothers for the conjugate gradient method. The performance of the method is illustrated on numerical experiments.