A sparse-sparse iteration for computing a sparse incomplete factorization of the inverse of an SPD matrix

  • Authors:
  • Davod Khojasteh Salkuyeh;Faezeh Toutounian

  • Affiliations:
  • Department of Mathematics, University of Mohaghegh Ardabili, P.O. Box 56199-11367, Ardabil, Iran;School of Mathematical Sciences, Ferdowsi University of Mashhad, P.O. Box 1159-91775, Mashhad, Iran

  • Venue:
  • Applied Numerical Mathematics
  • Year:
  • 2009

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Abstract

In this paper, a method via sparse-sparse iteration for computing a sparse incomplete factorization of the inverse of a symmetric positive definite matrix is proposed. The resulting factorized sparse approximate inverse is used as a preconditioner for solving symmetric positive definite linear systems of equations by using the preconditioned conjugate gradient algorithm. Some numerical experiments on test matrices from the Harwell-Boeing collection for comparing the numerical performance of the presented method with one available well-known algorithm are also given.