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Incomplete Cholesky Factorizations with Limited Memory

✍ Scribed by Lin, Chih-Jen; Moré, Jorge J.

Book ID
118188952
Publisher
Society for Industrial and Applied Mathematics
Year
1999
Tongue
English
Weight
419 KB
Volume
21
Category
Article
ISSN
1064-8275

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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 inco