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Sibirskii Zhurnal Vychislitel'noi Matematiki, 1998, Volume 1, Number 4, Pages 321–336
(Mi sjvm313)
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On incomplete factorization methods with generalized compensation
V. P. Il'ina, K. Yu. Laevskiib a Institute of Computational Mathematics and Mathematical Geophysics (Computing Center), Siberian Branch of the Russian Academy of Sciences, Novosibirsk
b Eindhoven University of Technology, The Netherlands
Abstract:
The iterative incomplete factorization methods are described on the base of definition of preconditioning
$B$ matrix from generalized compensation principle $B_{y_k}=A_{y_k}$, $k=1,\dots,m$, where $A$ is the matrix of original system of linear algebraic equations and $\{y_k\}$ is the set of so called probe vectors. The correctness of such algorithms and conditions of positive definiteness of preconditioning matrices are investigated for solution to the Stieltjes type block-tridiagonal systems. The estimates of condition number of matrix product $B^{-1}A$, that define the iterative convergence rate, are derived in the terms of the properties of original matrices.
Received: 26.01.1998 Revised: 22.04.1998
Citation:
V. P. Il'in, K. Yu. Laevskii, “On incomplete factorization methods with generalized compensation”, Sib. Zh. Vychisl. Mat., 1:4 (1998), 321–336
Linking options:
https://www.mathnet.ru/eng/sjvm313 https://www.mathnet.ru/eng/sjvm/v1/i4/p321
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