scientific article; zbMATH DE number 176173
conjugate gradient methodelliptic problemsfinite differencefinite elementincomplete factorizationslarge sparse symmetric linear systemsmodified incomplete Cholesky factorizationsnonsymmetric matrices
Boundary value problems for second-order elliptic equations (35J25) Iterative numerical methods for linear systems (65F10) Numerical computation of matrix norms, conditioning, scaling (65F35) Computational methods for sparse matrices (65F50) Finite difference methods for boundary value problems involving PDEs (65N06) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30)
[For the entire collection see Zbl 0753.00013.] Incomplete factorizations as preconditioners for the conjugate gradient method have been applied with great success in order to solve large sparse symmetric linear systems numerically. The author modifies such factorizations by adding to the diagonal those terms that otherwise would be dropped in the incomplete factorization. This technique is applied to a wide class of problems, including nonsymmetric, derived from elliptic partial differential equations. It is shown that the modified incomplete Cholesky factorizations, when combined with conjugate gradients (MICCG), behave better than several other well known methods.
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