Algorithm 740; Fortran subroutines to compute improved incomplete Cholesky factorizations

✍ Scribed by Jones, Mark T.; Plassmann, Paul E.

• Book ID: 121292093
• Publisher: Association for Computing Machinery
• Year: 1995
• Tongue: English
• Weight: 109 KB
• Volume: 21
• Category: Article
• ISSN: 0098-3500
• DOI: 10.1145/200979.200986

✦ Synopsis

Efficient and reliable code to compute incomplete Cholesky factors of sparse matrices for use as preconditioners in a conjugate gradient algorithm is described. This code implements two recently developed, improved incomplete factorization algorithms. An efficient implementation of the standard incomplete Cholesky factorization is also included.