Factorized Sparse Approximate Inverse Preconditionings I. Theory
Factorized Sparse Approximate Inverse Preconditionings I. Theory
复制标题
DOI:
10.1137/0614004
复制
发表时间:
1993
期刊:
影响因子:
--
通讯作者:
L. Kolotilina;A. Yeremin
中科院分区:
文献类型:
--
作者:
L. Kolotilina;A. Yeremin
This paper considers construction and properties of factorized sparse approximate inverse preconditionings well suited for implementation on modern parallel computers. In the symmetric case such preconditionings have the form $A \to G_L AG_L^T $, where $G_L $ is a sparse approximation based on minimizing the Frobenius form $\| I - G_L L_A \|_F $ to the inverse of the lower triangular Cholesky factor $L_A $ of A, which is not assumed to be known explicitly. These preconditionings preserve symmetry and/or positive definiteness of the original matrix and, in the case of M-, H-, or block H-matrices, lead to convergent splittings.