On Signed Incomplete Cholesky Factorization Preconditioners for Saddle-Point Systems
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985807%3A_____%2F14%3A00432737" target="_blank" >RIV/67985807:_____/14:00432737 - isvavai.cz</a>
Result on the web
<a href="http://dx.doi.org/10.1137/140956671" target="_blank" >http://dx.doi.org/10.1137/140956671</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1137/140956671" target="_blank" >10.1137/140956671</a>
Alternative languages
Result language
angličtina
Original language name
On Signed Incomplete Cholesky Factorization Preconditioners for Saddle-Point Systems
Original language description
Limited-memory incomplete Cholesky factorizations can provide robust preconditioners for sparse symmetric positive-definite linear systems. In this paper, the focus is on extending the approach to sparse symmetric indefinite systems in saddle-point form.A limited-memory signed incomplete Cholesky factorization of the form $LDL^T$ is proposed, where the diagonal matrix $D$ has entries $pm 1$. The main advantage of this approach is its simplicity as it avoids the use of numerical pivoting. Instead, a global shift strategy involving two shifts (one for the $(1,1)$ block and one for the (2,2) block of the saddle-point matrix) is used to prevent breakdown and to improve performance. The matrix is optionally prescaled and preordered using a standard sparsematrix ordering scheme that is then postprocessed to give a constrained ordering that reduces the likelihood of breakdown and need for shifts. The use of intermediate memory (memory used in the construction of the incomplete factorizatio
Czech name
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Czech description
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Classification
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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Result continuities
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
Others
Publication year
2014
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
SIAM Journal on Scientific Computing
ISSN
1064-8275
e-ISSN
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Volume of the periodical
36
Issue of the periodical within the volume
6
Country of publishing house
US - UNITED STATES
Number of pages
27
Pages from-to
"A2984"-"A3010"
UT code for WoS article
000346838800021
EID of the result in the Scopus database
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