A method for computing a sparse incomplete factorization of the inverse of a symmetric positive definite matrix A is developed, and the resulting factored sparse approximate inverse is used as an explicit preconditioner for conjugate gradient calculations. It is proved that in exact arithmetic the preconditioner is well defined if A is an H-matrix. The results of numerical experiments are presented.
A sparse approximate inverse preconditioner for the conjugate gradient method
Benzi, Michele;
1996
Abstract
A method for computing a sparse incomplete factorization of the inverse of a symmetric positive definite matrix A is developed, and the resulting factored sparse approximate inverse is used as an explicit preconditioner for conjugate gradient calculations. It is proved that in exact arithmetic the preconditioner is well defined if A is an H-matrix. The results of numerical experiments are presented.File in questo prodotto:
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