MULTISPLITTING PRECONDITIONERS BASED ON INCOMPLETE CHOLESKI FACTORIZATIONS

Citation
R. Bru et al., MULTISPLITTING PRECONDITIONERS BASED ON INCOMPLETE CHOLESKI FACTORIZATIONS, SIAM journal on matrix analysis and applications, 16(4), 1995, pp. 1210-1222
Citations number
14
Categorie Soggetti
Mathematics,Mathematics
ISSN journal
08954798
Volume
16
Issue
4
Year of publication
1995
Pages
1210 - 1222
Database
ISI
SICI code
0895-4798(1995)16:4<1210:MPBOIC>2.0.ZU;2-I
Abstract
Let Ax = b be a linear system where A is a symmetric positive definite matrix. Preconditioners for the conjugate gradient method based on mu ltisplittings obtained by incomplete Choleski factorizations of A are studied. The validity of these preconditioners when A is an M-matrix i s proved and a parallel implementation is presented.