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arXiv · 0807.3644

A Sparse-Sparse Iteration for Computing a Sparse Incomplete Factorization of the Inverse of an SPD Matrix

Davod Khojasteh Salkuyeh·Faezeh Toutounian
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Abstract

In this paper, a method via sparse-sparse iteration for computing a sparse incomplete factorization of the inverse of a symmetric positive definite matrix is proposed. The resulting factorized sparse approximate inverse is used as a preconditioner for solving symmetric positive definite linear systems of equations by using the preconditioned conjugate gradient algorithm. Some numerical experiments on test matrices from the Harwell-Boeing collection for comparing the numerical performance of the presented method with one available well-known algorithm are also given.

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Davod Khojasteh Salkuyeh, Faezeh Toutounian. 2008-07-23. A Sparse-Sparse Iteration for Computing a Sparse Incomplete Factorization of the Inverse of an SPD Matrix. https://doi.org/10.1016/j.apnum.2008.07.002

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