On Positive Semidefinite Modification Schemes for Incomplete Cholesky Factorization

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985807%3A_____%2F14%3A00428296" target="_blank" >RIV/67985807:_____/14:00428296 - isvavai.cz</a>
Result on the web
<a href="http://dx.doi.org/10.1137/130917582" target="_blank" >http://dx.doi.org/10.1137/130917582</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1137/130917582" target="_blank" >10.1137/130917582</a>

Result language
angličtina
Original language name
On Positive Semidefinite Modification Schemes for Incomplete Cholesky Factorization
Original language description
Incomplete Cholesky factorizations have long been important as preconditioners for use in solving large-scale symmetric positive-definite linear systems. In this paper, we focus on the relationship between two important positive semidefinite modificationschemes that were introduced to avoid factorization breakdown, namely, the approach of Jennings and Malik and that of Tismenetsky. We present a novel view of the relationship between the two schemes and implement them in combination with a limited memory approach. We explore their effectiveness using extensive numerical experiments involving a large set of test problems arising from a wide range of practical applications.
Czech name
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Czech description
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Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
BA - General mathematics
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

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