Conditioning Analysis of Incomplete Cholesky Factorizations with Orthogonal Dropping
Journal Article
·
· SIAM Journal on Matrix Analysis and Applications
- Free Univ. of Brussels (Belgium)
The analysis of preconditioners based on incomplete Cholesky factorization in which the neglected (dropped) components are orthogonal to the approximations being kept is presented. General estimate for the condition number of the preconditioned system is given which only depends on the accuracy of individual approximations. The estimate is further improved if, for instance, only the newly computed rows of the factor are modified during each approximation step. In this latter case it is further shown to be sharp. The analysis is illustrated with some existing factorizations in the context of discretized elliptic partial differential equations.
- Research Organization:
- Lawrence Berkeley National Lab. (LBNL), Berkeley, CA (United States)
- Sponsoring Organization:
- USDOE Office of Science (SC), Advanced Scientific Computing Research (ASCR)
- DOE Contract Number:
- AC02-05CH11231
- OSTI ID:
- 1076810
- Report Number(s):
- LBNL-5353E
- Journal Information:
- SIAM Journal on Matrix Analysis and Applications, Vol. 34, Issue 3; ISSN 0895-4798
- Publisher:
- SIAM
- Country of Publication:
- United States
- Language:
- English
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