Solving structures problems iteratively with a shifted incomplete Cholesky preconditioning
A technique for solving the large sparse symmetric linear systems that arise from the application of finite element methods is described. The technique combines an incomplete factorization method called the shifted incomplete Cholesky factorization with the method of generalized conjugate gradients. The shifted incomplete Cholesky factorization produces a splitting of the matrix A that is dependent upon a parameter ..cap alpha... It is shown that, if A is positive definite, then there is some ..cap alpha.. for which this splitting is possible and that this splitting is at least as good as the Jacobi splitting. The method is shown to be more efficient on a set of test problems than either direct methods of explicit iteration schemes. 4 figures, 1 table.
- Research Organization:
- Sandia Labs., Albuquerque, NM (USA)
- DOE Contract Number:
- EY-76-C-04-0789
- OSTI ID:
- 5540529
- Report Number(s):
- SAND-79-2233C; CONF-791201-3
- Country of Publication:
- United States
- Language:
- English
Similar Records
Incomplete factorization technique for positive definite linear systems
Experience with the incomplete Cholesky conjugate gradient method in a diffusion code