ABSTRACT: Sparse Approximate Inverse Preconditioner

$Carl Meyer$

A Sparse Approximate Inverse Preconditioner For The Conjugate Gradient Method

ABSTRACT: 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.

JOURNAL: SIAM J. Sci. Comput.; Vol. 17, No. 3, September, 1996, pp. 1135-1149.

CO-AUTHORS: 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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