A Sparse-sparse Iteration For Computing A Sparse Incomplete Factorization Of The Inverse Of An Spd Matrix

摘要

In this paper, a method via sparse-sparse iteration for computing a sparse incomplete factorization of the inverse of a symmetric positive definite matrix is proposed. The resulting factorized sparse approximate inverse is used as a preconditioner for solving symmetric positive definite linear systems of equations by using the preconditioned conjugate gradient algorithm. Some numerical experiments on test matrices from the Harwell-Boeing collection for comparing the numerical performance of the presented method with one available well-known algorithm are also given.