HSL MI28: An Efficient and Robust Limited-Memory Incomplete Cholesky Factorization Code

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985807%3A_____%2F14%3A00422618" target="_blank" >RIV/67985807:_____/14:00422618 - isvavai.cz</a>

Result on the web

<a href="http://dx.doi.org/10.1145/2617555" target="_blank" >http://dx.doi.org/10.1145/2617555</a>

DOI - Digital Object Identifier

<a href="http://dx.doi.org/10.1145/2617555" target="_blank" >10.1145/2617555</a>

Result language

angličtina

Original language name

HSL MI28: An Efficient and Robust Limited-Memory Incomplete Cholesky Factorization Code

Original language description

This paper focuses on the design and development of a new robust and efficient general-purpose incomplete Cholesky factorization package HSL MI28, which is available within the HSL mathematical software library. It implements a limited memory approach that exploits ideas from the positive semidefinite Tismenetsky-Kaporin modification scheme and, through the incorporation of intermediate memory, is a generalization of the widely-used ICFS algorithm of Lin and Moré. Both the density of the incomplete factor and the amount of memory used in its computation are under the user?s control. The performance of HSL MI28 is demonstrated using extensive numerical experiments involving a large set of test problems arising from a wide range of real-world applications. The numerical experiments are used to isolate the effects of scaling, ordering and dropping strategies so as to assess their usefulness in the development of robust algebraic incomplete factorization preconditioners and to select defau

Czech name

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Czech description

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Type

J_x - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)

CEP classification

IN - Informatics

OECD FORD branch

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Project

<a href="/en/project/GA13-06684S" target="_blank" >GA13-06684S: Iterative Methods in Computational Mathematics: Analysis, Preconditioning, and Applications</a><br>

Continuities

I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Publication year

2014

Confidentiality

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Name of the periodical

ACM Transactions on Mathematical Software

ISSN

0098-3500

e-ISSN

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Volume of the periodical

40

Issue of the periodical within the volume

4

Country of publishing house

US - UNITED STATES

Number of pages

19

Pages from-to

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UT code for WoS article

000339622700001

EID of the result in the Scopus database

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