On the Incomplete Cholesky Decomposition of a Class of Perturbed Matrices

DOI10.1137/S1064827500371244zbMath0992.65019OpenAlexW2046680036MaRDI QIDQ2780532

Gérard A. Meurant

Publication date: 15 April 2002

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s1064827500371244

zbMATH Keywords

heat equationfinite difference methodnumerical examplesconjugate gradient methodincomplete factorizationincomplete Cholesky decompositionsymmetric \(M\)-matrix

Mathematics Subject Classification ID

Computational methods for sparse matrices (65F50) Heat equation (35K05) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Iterative numerical methods for linear systems (65F10)

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