Flexible incomplete Cholesky factorization with multi‐parameters to control the number of nonzero elements in preconditioners |
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| Authors: | Yong Zhang Ting‐Zhu Huang Yan‐Fei Jing Liang Li |
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| Institution: | School of Mathematical Sciences, University of Electronic Science and Technology of China, Chengdu, Sichuan 611731, People's Republic of China |
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| Abstract: | 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. |
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| Keywords: | incomplete Cholesky factorization preconditioner sparsity conjugate gradient method symmetric matrix |
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