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Persistent URL http://purl.org/net/epubs/work/66080
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Record Id 66080
Title A robust limited-memory incomplete Cholesky factorization
Abstract Incomplete Cholesky (IC) factorizations have long been an important tool in the armoury of methods for the numerical solution of large sparse symmetric linear systems Ax = b. This talk focuses on the design and development of a new robust andefficient 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 More. 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. They illustrate the significant advantage of employing a modest amount of intermediate memory and that, with limited memory, high quality yet sparse general-purpose preconditioners are obtained.
Organisation STFC , SCI-COMP , SCI-COMP-CM
Keywords Archaeology , Incomplete Cholesky factorization , Sparse symmetric linear system
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Language English (EN)
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Presentation Presented at Sparse Days at CERFACS 2013, Toulouse, France, 17-18 Jun 2013. cerfacs13.pdf 2013