Truncated incomplete factorization for conjugate-gradient methods in two and three dimensions

DOI10.1016/0096-3003(88)90134-8MaRDI QIDQ1111332zbMATH OpenOpenAlexWikidataFDO

Authors Hartmut Kapitza

Publication date 1988

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0096-3003(88)90134-8

zbMATH Keywords

conjugate gradient methodorthogonal factorizationtruncated incomplete factorizations

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10)

Review text

The author investigates how the computational performance of the conjugate gradient method changes when factorization is made more incomplete. Both two- and three-dimensional truncated factorization are treated, considering their performance for difference matrices. For two- dimensional problems the factorization which uses all nine bands has all in all the best performance. In three dimensions the orthogonal factorization method generally gives the best results.

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Cites work

• A 3-D Poisson solver based on conjugate gradients compared to standard iterative methods and its performance on vector computers
• A class of first order factorization methods
• A Vectorizable Variant of some ICCG Methods
• Incomplete factorization methods for three-dimensional non-symmetric problems
• The incomplete Cholesky-conjugate gradient method for the iterative solution of systems of linear equations

Cited in

(3)

• On the truncated conjugate gradient method
• A semi-implicit semi-Lagrangian scheme using the height coordinate for a nonhydrostatic and fully elastic model of atmospheric flows
• Analysis of the Truncated Conjugate Gradient Method for Linear Matrix Equations

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