A Sparse Approximate Inverse Preconditioner
For The Conjugate Gradient Method
- 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. This work of Prof. Benzi and Meyer was supported in
part by National Science Foundation grants DMS-9020915 and DMS-9403224,
and by computing grants from the North Carolina Super Computing Center.
The work of Prof. Tuma was supported in part
by grants GA CR
No. 201/93/0067 and GA AS CR No. 230401.
- SIAM J. Sci. Comput.
- Vol. 17, No. 3, September, 1996, pp. 1135-1149.
- Michele Benzi
Carl D. Meyer
- Miroslav Tuma
- Institute of Computer Science
- Academy of Sciences of the Czech Republic
- 182 07 Prague 8-Liben, Czech Republic
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