A sparse approximate inverse preconditioner for the conjugate gradient method

被引：279

作者：

Benzi, M

Meyer, CD

Tuma, M

机构：

[1] CERFACS, F-31057 TOULOUSE, FRANCE

[2] N CAROLINA STATE UNIV, DEPT MATH, RALEIGH, NC 27695 USA

[3] ACAD SCI CZECH REPUBL, INST COMP SCI, PRAGUE 18207 8, CZECH REPUBLIC

来源：

SIAM JOURNAL ON SCIENTIFIC COMPUTING | 1996年 / 17卷 / 05期

关键词：

sparse approximate inverses; preconditioned conjugate gradient method; H-matrices; incomplete factorizations;

D O I：

10.1137/S1064827594271421

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

A method for computing a sparse incomplete factorization of the inverse of a symmetric positive definite matrix A is developed, and the resulting factorized sparse approximate inverse is used as an explicit preconditioner for conjugate gradient calculations. It is proved that in exact arithmetic the preconditioner is well defined if A is an H-matrix. The results of numerical experiments are presented.

引用

页码：1135 / 1149

页数：15

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