Algorithm 740: Fortran subroutines to compute improved incomplete Cholesky factorizations

  • Authors:
  • Mark T. Jones;Paul E. Plassmann

  • Affiliations:
  • Argonne National Laboratory;Argonne National Laboratory

  • Venue:
  • ACM Transactions on Mathematical Software (TOMS)
  • Year:
  • 1995

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Abstract

Efficient and reliable code to compute incomplete Cholesky factors of sparse matrices for use as preconditioners in a conjugate gradient algorithm is described. This code implements two recently developed, improved incomplete factorization algorithms. An efficient implementation of the standard incomplete Cholesky factorization is also included.