R. Bru et al., MULTISPLITTING PRECONDITIONERS BASED ON INCOMPLETE CHOLESKI FACTORIZATIONS, SIAM journal on matrix analysis and applications, 16(4), 1995, pp. 1210-1222
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.