An ILU preconditioner for nonsymmetric positive definite matrices by using the conjugate Gram-Schmidt process
type: Item
instance of: scholarly article
title: An ILU preconditioner for nonsymmetric positive definite matrices by using the conjugate Gram-Schmidt process
zbMATH Open document ID: 1096.65042
author: Mansoor Rezghi
author: S. Mohammad Hosseini
published in: Journal of Computational and Applied Mathematics
publication date: 2006-03-16T00:00:00Z
review text: The authors consider preconditioners for iterative methods to solve linear systems \(A x = b\), where \(A\) is a large sparse matrix. The Introduction contains a classification and characterization of preconditioners, especially the ILU factorization and the approximate inverse factorization methods. The incomplete factorization preconditioners are very efficient in reducing the number of iteration steps, but for arbitrary matrices the ILU could face breakdown. Otherwise, there are less effective approximate inverse factorization methods which guarantee the existence of preconditioners even for nonsymmetric positive definite matrices. Following \textit{M. Benzi}'s and \textit{M. Tuma}'s [Numer. Linear Algebra Appl. 10, No. 5--6, 385--400 (2003; Zbl 1071.65528)] idea, the authors develop an ILU factorization preconditioner based on the conjugate Gram-Schmidt process using a relation between the inverse approximate technique and the incomplete factorization. The existence of the new effective preconditioner is guranteed for any symmetric and nonsymmetric positive definite matrix. The results are confirmed by numerical experiments.
reviewed by: Georg Hebermehl
Mathematics Subject Classification ID: 65F35
Mathematics Subject Classification ID: 65F10
zbMATH DE Number: 5012882
zbMATH Keywords: sparse systems
zbMATH Keywords: preconditioner
zbMATH Keywords: conjugate Gram-Schmidt method
zbMATH Keywords: robust methods
zbMATH Keywords: iterative methods
zbMATH Keywords: ILU factorization
zbMATH Keywords: approximate inverse factorization
zbMATH Keywords: incomplete factorization preconditioners
zbMATH Keywords: numerical experiments
MaRDI profile type: MaRDI publication profile
full work available at URL: j.cam.2005.04.002
OpenAlex ID: W2010479734
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DOI: 10.1016/J.CAM.2005.04.002
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description: scientific article; zbMATH DE number 5012882