A SPARSE APPROXIMATE INVERSE PRECONDITIONER FOR THE CONJUGATE-GRADIENT METHOD

Authors
BENZI M MEYER CD TUMA M
Citation
M. Benzi et al., A SPARSE APPROXIMATE INVERSE PRECONDITIONER FOR THE CONJUGATE-GRADIENT METHOD, SIAM journal on scientific computing, 17(5), 1996, pp. 1135-1149
Citations number
29
Categorie Soggetti
Computer Sciences",Mathematics
Journal title
SIAM journal on scientific computing → ACNP
ISSN journal
10648275
Volume
17
Issue
5
Year of publication
1996
Pages
1135 - 1149
Database
ISI
SICI code
1064-8275(1996)17:5<1135:ASAIPF>2.0.ZU;2-7
Abstract
A method for computing a sparse incomplete factorization of the invers e of a symmetric positive definite matrix A is developed, and the resu lting factorized sparse approximate inverse is used as an explicit pre conditioner for conjugate gradient calculations. It is proved that in exact arithmetic the preconditioner is well defined if A is an H-matri x. The results of numerical experiments are presented.