The Effectiveness of Drop-tolerance Based Incomplete Cholesky Preconditioners for the Conjugate Gradient Method
نویسنده
چکیده
Incomplete Cholesky factorisation based preconditioners have been widely used in association with the Conjugate Gradient Method. The standard incomplete Cholesky factorisation, or IC(0) factorisation, forces the Cholesky factor L (where A LL T) to have the same sparsity as A. Two main strategies exist for controlling the amount of ll; namely control based upon position (or ll level) and control based upon magnitude (or drop tolerance). The latter has received little popular attention and is the focus of this report.
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تاریخ انتشار 2007