Algorithm 740: Fortran subroutines to compute improved incomplete Cholesky factorizations

DOI10.1145/200979.200986MaRDI QIDQ4371589zbMATH OpenOpenAlexWikidataFDO

Authors Mark Jones, Paul E. Plassmann

Publication date 26 January 1998

Published in ACM Transactions on Mathematical Software (Search for Journal in Brave)

Full work available at URL http://www.acm.org/pubs/contents/journals/toms/1995-21/

zbMATH Keywords

conjugate gradient algorithmincomplete Cholesky factorization

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to linear algebra (15-04) Direct numerical methods for linear systems and matrix inversion (65F05) Numerical computation of matrix norms, conditioning, scaling (65F35)

Recommendations

• An improved incomplete Cholesky factorization
• A robust incomplete Choleski-conjugate gradient algorithm
• Algorithm 849
• Improving the efficiency of incomplete Choleski preconditionings

Cited in

(5)

• Algorithm 740
• Preconditioning techniques for large linear systems: A survey
• Iterative solution of shifted positive-definite linear systems arising in a numerical method for the heat equation based on Laplace transformation and quadrature
• Algorithm 849
• \texttt{HSL\_MI28}: an efficient and robust limited-memory incomplete Cholesky factorization code

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