Robust Approximate Inverse Preconditioning for the Conjugate Gradient Method

作者: Michele Benzi , Jane K. Cullum , Miroslav Tuma

DOI: 10.1137/S1064827599356900

关键词: Sparse matrixPreconditionerDerivation of the conjugate gradient methodMathematicsSymmetric matrixMatrix (mathematics)Conjugate gradient methodApplied mathematicsGradient methodAlgebraConjugate residual methodComputational mathematics

摘要: We present a variant of the AINV factorized sparse approximate inverse algorithm which is applicable to any symmetric positive definite matrix. The new preconditioner breakdown-free and, when used in conjunction with conjugate gradient method, results reliable solver for highly ill-conditioned linear systems. also investigate an alternative approach stable algorithm, based on idea diagonally compensated reduction matrix entries. numerical tests challenging systems arising from finite element modeling elasticity and diffusion problems are presented.

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