On Signed Incomplete Cholesky Factorization Preconditioners for Saddle-Point Systems

Kód výsledku v 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>

Výsledek na webu

<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>

Jazyk výsledku

angličtina

Název v původním jazyce

On Signed Incomplete Cholesky Factorization Preconditioners for Saddle-Point Systems

Popis výsledku v původním jazyce

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

Název v anglickém jazyce

On Signed Incomplete Cholesky Factorization Preconditioners for Saddle-Point Systems

Popis výsledku anglicky

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

Druh

J_x - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)

CEP obor

BA - Obecná matematika

OECD FORD obor

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Projekt

<a href="/cs/project/GA13-06684S" target="_blank" >GA13-06684S: Iterační metody ve výpočetní matematice: Analýza, předpodmínění a aplikace</a><br>

Návaznosti

I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Rok uplatnění

2014

Kód důvěrnosti údajů

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

Název periodika

SIAM Journal on Scientific Computing

ISSN

1064-8275

e-ISSN

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Svazek periodika

36

Číslo periodika v rámci svazku

6

Stát vydavatele periodika

US - Spojené státy americké

Počet stran výsledku

27

Strana od-do

"A2984"-"A3010"

Kód UT WoS článku

000346838800021

EID výsledku v databázi Scopus

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