CIMGS: An incomplete orthogonal factorization preconditioner
Conference
·
OSTI ID:219600
- Indiana Univ., Bloomington, IN (United States)
- Univ. of Illinois, Urbana, IL (United States)
This paper introduces, analyzes, and tests a preconditioning method for conjugate gradient (CG) type iterative methods. The authors start by examining incomplete Gram-Schmidt factorization (IGS) methods in order to motivate the new preconditioner. They show that the IGS family is more stable than IC, and they successfully factor any full rank matrix. Furthermore, IGS preconditioners are at least as effective in accelerating convergence of CG type iterative methods as the incomplete Cholesky (IC) preconditioner. The drawback of IGS methods are their high cost of factorization. This motivates finding a new algorithm, CIMGS, which can generate the same factor in a more efficient way.
- Research Organization:
- Front Range Scientific Computations, Inc., Boulder, CO (United States); USDOE, Washington, DC (United States); National Science Foundation, Washington, DC (United States)
- OSTI ID:
- 219600
- Report Number(s):
- CONF-9404305--Vol.2; ON: DE96005736; CNN: Grant CCR-9120105; Grant CDA-9309746
- Country of Publication:
- United States
- Language:
- English
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