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On positive semidefinite modification schemes for incomplete Cholesky factorization - MaRDI portal

On positive semidefinite modification schemes for incomplete Cholesky factorization (Q2874998)

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scientific article; zbMATH DE number 6329824
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English
On positive semidefinite modification schemes for incomplete Cholesky factorization
scientific article; zbMATH DE number 6329824

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    13 August 2014
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    Sparse matrices
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    sparse linear systems
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    positive-definite symmetric systems
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    iterative solvers
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    preconditioning
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    incomplete Cholesky factorization
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    On positive semidefinite modification schemes for incomplete Cholesky factorization (English)
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    The authors consider two techniques to avoid factorization breakdown in the incomplete Cholesky factorization algorithm: Jennings-Malik and Tismenetsky semidefinite modifications schemes. They provide new theoretical results and compare the 2-norms of the modifications to \(A\) that each approach makes.
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