Numerical study on incomplete orthogonal factorization preconditioners |
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Authors: | Zhong-Zhi Bai Iain S Duff Jun-Feng Yin |
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Institution: | 1. State Key Laboratory of Scientific/Engineering Computing, Institute of Computational Mathematics and Scientific/Engineering Computing, Academy of Mathematics and Systems Science, Chinese Academy of Sciences, P.O. Box 2719, Beijing 100080, PR China;2. Atlas Centre, Rutherford Appleton Laboratory, Chilton, Oxon, OX11 0QD, England, UK |
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Abstract: | We design, analyse and test a class of incomplete orthogonal factorization preconditioners constructed from Givens rotations, incorporating some dropping strategies and updating tricks, for the solution of large sparse systems of linear equations. Comprehensive accounts about how the preconditioners are coded, what storage is required and how the computation is executed for a given accuracy are presented. A number of numerical experiments show that these preconditioners are competitive with standard incomplete triangular factorization preconditioners when they are applied to accelerate Krylov subspace iteration methods such as GMRES and BiCGSTAB. |
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Keywords: | 65F10 65W05 |
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