An incomplete factorization technique for positive definite linear systems
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 by T. A. Manteuffel PDF
 Math. Comp. 34 (1980), 473497 Request permission
Abstract:
This paper describes a technique for solving the large sparse symmetric linear systems that arise from the application of finite element methods. The technique combines an incomplete factorization method called the shifted incomplete Cholesky factorization with the method of generalized conjugate gradients. The shifted incomplete Cholesky factorization produces a splitting of the matrix A that is dependent upon a parameter $\alpha$. It is shown that if A is positive definite, then there is some $\alpha$ for which this splitting is possible and that this splitting is at least as good as the Jacobi splitting. The method is shown to be more efficient on a set of test problems than either direct methods or explicit iteration schemes.References

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Additional Information
 © Copyright 1980 American Mathematical Society
 Journal: Math. Comp. 34 (1980), 473497
 MSC: Primary 65F10; Secondary 15A06
 DOI: https://doi.org/10.1090/S00255718198005591970
 MathSciNet review: 559197