The use of preconditioning in direct methods of solving positive definite linear systems

DOI10.1080/00207169808804712MaRDI QIDQ4208600zbMATH OpenOpenAlexFDO

Authors D. J. Evans

Publication date 3 January 1999

Published in International Journal of Computer Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207169808804712

zbMATH Keywords

Cholesky factorizationdirect methodsGaussian eliminationpreconditioningrounding errors

Mathematics Subject Classification ID

Direct numerical methods for linear systems and matrix inversion (65F05) Numerical computation of matrix norms, conditioning, scaling (65F35)

Review text

It is shown that the concept of preconditioning can be applied to direct methods for solving linear equations. This process reduces the rounding errors in Gaussian elimination and Cholesky factorization. Theoretical justification of the use of preconditioning in direct methods is given. Computational evidence is presented that the use of the proposed preconditioners decreases the rounding errors.

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Cites work

• Numerical inverting of matrices of high order
• Optimally scaled matrices
• ROUNDING-OFF ERRORS IN MATRIX PROCESSES
• The Use of Pre-conditioning in Iterative Methods for Solving Linear Equations with Symmetric Positive Definite Matrices

Cited in

(4)

• scientific article; zbMATH DE number 4190984 (Why is no real title available?)
• scientific article; zbMATH DE number 176176 (Why is no real title available?)
• scientific article; zbMATH DE number 176178 (Why is no real title available?)
• Positive definiteness aspects of vectorizable preconditioners

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