On the incomplete Cholesky decomposition of a class of perturbed matrices

DOI10.1137/S1064827500371244MaRDI QIDQ2780532zbMATH OpenOpenAlexFDO

Authors G. Meurant

Publication date 15 April 2002

Published in SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s1064827500371244

zbMATH Keywords

conjugate gradient methodfinite difference methodheat equationincomplete Cholesky decompositionincomplete factorizationnumerical examplessymmetric \(M\)-matrix

Mathematics Subject Classification ID

Heat equation (35K05) Iterative numerical methods for linear systems (65F10) Computational methods for sparse matrices (65F50) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06)

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• Preconditioner updates for solving sequences of linear systems in matrix-free environment
• Improving Triangular Preconditioner Updates for Nonsymmetric Linear Systems
• Updating preconditioner for iterative method in time domain simulation of power systems
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• Interpolating preconditioners for the solution of sequence of linear systems
• Accelerated preconditioner updates for solving shifted linear systems
• Updating incomplete factorization preconditioners for shifted linear systems arising in a wind model
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