scientific article; zbMATH DE number 1286374

MaRDI QIDQ4242865zbMATH OpenFDO

Authors V. P. Il'in, K. Laevsky

Publication date 11 May 1999

zbMATH Keywords

preconditioningcondition numberiterative convergence ratealgorithm of generalized compensationiterative incomplete factorization algorithmStieltjes-type block-tridiagonal systems

Mathematics Subject Classification ID

Computational methods for sparse matrices (65F50) Iterative numerical methods for linear systems (65F10) Numerical computation of matrix norms, conditioning, scaling (65F35)

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• An augmented incomplete factorization approach for computing the Schur complement in stochastic optimization

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