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Flexible incomplete Cholesky factorization with multi‐parameters to control the number of nonzero elements in preconditioners
Author(s) -
Zhang Yong,
Huang TingZhu,
Jing YanFei,
Li Liang
Publication year - 2012
Publication title -
numerical linear algebra with applications
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.02
H-Index - 53
eISSN - 1099-1506
pISSN - 1070-5325
DOI - 10.1002/nla.784
Subject(s) - cholesky decomposition , incomplete cholesky factorization , preconditioner , factorization , mathematics , minimum degree algorithm , incomplete lu factorization , computation , iterative method , algebra over a field , mathematical optimization , algorithm , matrix decomposition , pure mathematics , eigenvalues and eigenvectors , physics , quantum mechanics
SUMMARY An incomplete Cholesky (IC) factorization with multi‐parameters is presented. The marked virtue of the proposed IC factorization algorithm is to dynamically control the number of nonzero elements in each column of the IC factorization preconditioner L with the help of these involved parameters. Parameter setting strategies are also given. Numerical results show that the total computing time for both computation of the preconditioner L and iterative solution is evidently reduced for almost all test matrices. In general, these parameters can obviously enhance the effectiveness and performance of the IC factorization. Copyright © 2011 John Wiley & Sons, Ltd.