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Block incomplete factorization preconditioners for a symmetric block-tridiagonal M-matrix

โœ Scribed by Jae Heon Yun


Publisher
Elsevier Science
Year
1998
Tongue
English
Weight
963 KB
Volume
94
Category
Article
ISSN
0377-0427

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โœฆ Synopsis


We propose new block incomplete factorization preconditioners for a symmetric block-tridiagonal M-matrix which can be computed in parallel, and then theoretical properties for these block preconditioners are studied. Spectral properties of the transformed coefficient matrices with the block incomplete factorization preconditioners are also examined to see the convergence rate of the preconditioned CG(PCG) method. Lastly, numerical results of the PCG using the block incomplete factorization preconditioners are compared with those of the PCG using a standard incomplete factorization preconditioner to see how effective the block incomplete factorization preconditioners are.


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Stability of block LDLT factorization of
โœ Nicholas J. Higham ๐Ÿ“‚ Article ๐Ÿ“… 1999 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 358 KB

For symmetric indefinite tridiagonal matrices, block LDL T factorization without interchanges is shown to have excellent numerical stability when a pivoting strategy of Bunch is used to choose the dimension (1 or 2) of the pivots.