Multisplitting Preconditioners Based on Incomplete CholeskiFactorizations

  • Authors:
  • R. Bru;C. Corral;A. Martinez;J. Mas

  • Affiliations:
  • -;-;-;-

  • Venue:
  • SIAM Journal on Matrix Analysis and Applications
  • Year:
  • 1995

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Abstract

Let $Ax=b$ be a linear system where $A$ is a symmetric positive definite matrix. Preconditioners for the conjugate gradient method based on multisplittings obtained by incomplete Choleski factorizations of $A$ are studied. The validity of these preconditioners when $A$ is an $M$-matrix is proved and a parallel implementation is presented.