A robust incomplete factorization based on value and space constraints

✍ Scribed by Made Suarjana; Kincho H. Law

• Publisher: John Wiley and Sons
• Year: 1995
• Tongue: English
• Weight: 946 KB
• Volume: 38
• Category: Article
• ISSN: 0029-5981
• DOI: 10.1002/nme.1620381007

✦ Synopsis

This paper describes an incomplete factorization method for computing a preconditioning matrix for the conjugate gradient method. The incomplete factorization satisfies the stability requirement that the incomplete factor remains positive definite throughout the factorization. When selecting a preconditioner for the conjugate gradient method, the number of noq-zero entries to be retained in the incomplete factor should be limited so that the amount of computations involving the preconditioning matrix is minimized. This paper introduces a method to generate an effective preconditioning matrix within a predefined space. Numerical results are presented to demonstrate the effectiveness of the incomplete factor as a preconditioner for the conjugate gradient method for solving large-scale structural engineering problems.