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Persistent URL http://purl.org/net/epubs/work/65301
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Record Id 65301
Title HSL_M128 : an efficient and robust limited-memory incomplete Cholesky factorization code
Abstract This paper focuses on the design and development of a new robust and e cient general-purpose incomplete Cholesky factorization package HSL MI28, which is available within the HSL mathematical software library. It implements a limited memory approach that exploits ideas from the positive semidefinite Tismenetsky- Kaporin modification scheme and, through the incorporation of intermediate memory, is a generalisation of the widely-used ICFS algorithm of Lin and Mor e. Both the sparsity density of the incomplete factor and the amount of memory used in its computation are under the user's control. The performance of HSL MI28 is demonstrated using extensive numerical experiments involving a large set of test problems arising from a wide range of real-world applications. The numerical experiments are used to isolate the effects of the semidefinite modifications and of scaling, ordering and dropping strategies so as to assess their usefulness in the development of robust algebraic incomplete factorization preconditioners and to select default settings for HSL MI28. They also illustrate the significant advantage of employing a modest amount of intermediate memory. Furthermore, the results demonstrate that, with limited memory, high quality yet sparse general-purpose preconditioners are obtained. Comparisons are made with ICFS, with a level-based incomplete factorization code and, nally, with a state-of-the-art direct solver.
Organisation STFC , SCI-COMP
Keywords positive-definite symmetric systems , incomplete Cholesky factorization , iterative solvers , preconditioning , sparse linear systems , sparse matrices
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Language English (EN)
Type Details URI(s) Local file(s) Year
Report RAL Preprints RAL-P-2013-004. 2013. RAL-P-2013-004.pdf 2013