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An optimized computer implementation of incomplete Cholesky factorization
This item is provided by the institution :
National Technical University of Athens
Repository :
Digital Library of National Technical University of Athens | Dspace@NTUA
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ΕΚΤ item type
Journal part
(EN)
Scientific article
(EN)
EKT year
1994
(EN)
EKT historical period
Title
An optimized computer implementation of incomplete Cholesky factorization (EN)
Creator
Bitoulas, N (EN)
Papadrakakis, M (EN)
Description
Preconditioning techniques based on incomplete Cholesky factorization are very efficient in increasing the convergence rates of basic iterative methods. Complicated addressings and high demands for auxiliary storage, or increased factorization time, have reduced their appeal as general purpose preconditioners. In this study an elegant computational implementation is presented which succeeds in reducing both computing storage and factorization time. The proposed implementation is applied to two incomplete factorization schemes. The first is based on the rejection of certain terms according to their magnitude, while the second is based on a rejection criterion relative to the position of the zero terms of the coefficient matrix. Numerical results demonstrate the superiority of the proposed preconditioners over other types of preconditioning matrices, particularly for ill-conditioned problems. They also show their efficiency for large-scale problems in terms of computer storage and CPU time, over a direct solution method using the skyline storage scheme. © 1994. (EN)
Type
journalArticle (EN)
Subject
Computer Science, Interdisciplinary Applications (EN)
Convergence of numerical methods (EN)
Computational methods (EN)
Matrix algebra (EN)
Engineering, Multidisciplinary (EN)
Mathematical transformations (EN)
Preconditioning techniques (EN)
Vectors (EN)
Data storage equipment (EN)
Optimization (EN)
Response time (computer systems) (EN)
Parallel processing systems (EN)
Incomplete Cholesky factorization (EN)
Approximation theory (EN)
Iterative methods (EN)
Provider
National Technical University of Athens
Repository / collection
Digital Library of National Technical University of Athens | Dspace@NTUA
Subcollections
Κεντρική Βιβλιοθήκη Ε.Μ.Π.
Ιδρυματικό Αποθετήριο
Δημοσιεύσεις μελών Δ.Ε.Π. σε περιοδικά
Journal
Computing Systems in Engineering (EN)
Language
English
Issued
1994 (EN)
Identifier
http://hdl.handle.net/123456789/11156
265 (EN)
3 (EN)
5 (EN)
ISI:A1994PJ75600005 (EN)
0956-0521 (EN)
274 (EN)
Publisher
PERGAMON-ELSEVIER SCIENCE LTD (EN)
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