On the monotonicity of incomplete factorization

DOI10.1007/BF01386424MaRDI QIDQ1824348zbMATH OpenFDO

Authors Tibor Fiala

Publication date 1990

Published in Numerische Mathematik (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/133462

zbMATH Keywords

incomplete factorizationiteration matrixM-matricesmonotonicitynonnegative matricesPerron Frobenius theoryspectral radius

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Positive matrices and their generalizations; cones of matrices (15B48) Iterative numerical methods for linear systems (65F10)

Review text

The Meijerink, van der Vorst type incomplete decomposition uses a position set, where the factors must be zero, but their product may differ from the original matrix. The smaller this position set is, the more the product of incomplete factors resembles the original matrix. The aim of this paper is to discuss this type of monotonicity. It is shown using the Perron Frobenius theory of nonnegative matrices, that the spectral radius of the iteration matrix is a monotone function of the position set. On the other hand no matrix norm of the iteration matrix depends monotonically on the position set. Comparison is made with the modified incomplete factorization technique.

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Cites work

• A class of first order factorization methods
• A generalized SSOR method
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• An Iterative Solution Method for Linear Systems of Which the Coefficient Matrix is a Symmetric M-Matrix
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• Existence Criteria for Partial Matrix Factorizations in Iterative Methods
• scientific article; zbMATH DE number 3215568 (Why is no real title available?)
• scientific article; zbMATH DE number 3408799 (Why is no real title available?)

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(5)

• scientific article; zbMATH DE number 434783 (Why is no real title available?)
• An Analysis of the Robustness of Some Incomplete Factorizations
• On the Complexity of the Montes Ideal Factorization Algorithm
• Factorization of delta-monotone linear mappings
• A New Black Box Factorization Algorithm - the Non-monic Case

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