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  • Incomplete Cholesky factorizations have long been important as preconditioners for use in solving large-scale symmetric positive-definite linear systems. In this paper, we focus on the relationship between two important positive semidefinite modification schemes that were introduced to avoid factorization breakdown, namely, the approach of Jennings and Malik and that of Tismenetsky. We present a novel view of the relationship between the two schemes and implement them in combination with a limited memory approach. We explore their effectiveness using extensive numerical experiments involving a large set of test problems arising from a wide range of practical applications.
  • Incomplete Cholesky factorizations have long been important as preconditioners for use in solving large-scale symmetric positive-definite linear systems. In this paper, we focus on the relationship between two important positive semidefinite modification schemes that were introduced to avoid factorization breakdown, namely, the approach of Jennings and Malik and that of Tismenetsky. We present a novel view of the relationship between the two schemes and implement them in combination with a limited memory approach. We explore their effectiveness using extensive numerical experiments involving a large set of test problems arising from a wide range of practical applications. (en)
Title
  • On Positive Semidefinite Modification Schemes for Incomplete Cholesky Factorization
  • On Positive Semidefinite Modification Schemes for Incomplete Cholesky Factorization (en)
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  • On Positive Semidefinite Modification Schemes for Incomplete Cholesky Factorization
  • On Positive Semidefinite Modification Schemes for Incomplete Cholesky Factorization (en)
skos:notation
  • RIV/67985807:_____/14:00428296!RIV15-GA0-67985807
http://linked.open...avai/riv/aktivita
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  • I, P(GA13-06684S)
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  • 2
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  • 34347
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  • RIV/67985807:_____/14:00428296
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  • sparse matrices; sparse linear systems; positive-definite symmetric systems; iterative solvers; preconditioning; incomplete Cholesky factorization (en)
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http://linked.open...odStatuVydavatele
  • US - Spojené státy americké
http://linked.open...ontrolniKodProRIV
  • [2C2813B067FE]
http://linked.open...i/riv/nazevZdroje
  • SIAM Journal on Scientific Computing
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  • 36
http://linked.open...iv/tvurceVysledku
  • Scott, J.
  • Tůma, Miroslav
http://linked.open...ain/vavai/riv/wos
  • 000335817600014
issn
  • 1064-8275
number of pages
http://bibframe.org/vocab/doi
  • 10.1137/130917582
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