Solving general sparse linear systems using conjugate gradient-type methods

  • Authors:
  • K. Gallivan;A. Sameh;Z. Zlatev

  • Affiliations:
  • Center for Supercomputing Research and Development, University of Illinois at Urbana-Champaign;Center for Supercomputing Research and Development, University of Illinois at Urbana-Champaign;Center for Supercomputing Research and Development, University of Illinois at Urbana-Champaign

  • Venue:
  • ICS '90 Proceedings of the 4th international conference on Supercomputing
  • Year:
  • 1990

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Abstract

The problem of finding an approximation of @@@@ = A†b (where A† is the pseudo-inverse of A ∈ @@@@m@@@@n with m ≥ n and rank(A) = n) is discussed. It is assumed that A is sparse but has neither a special pattern (as bandedness) nor a special property (as symmetry or positive definiteness). In this paper it is shown that preconditioners obtained by neglecting small elements during the decomposition of A into easily invertible matrices can be used efficiently with conjugate gradient-type methods if an adaptive strategy for deciding when an element is small is implemented. The resulting preconditioned methods are often better than the corresponding direct and pure iterative methods or those based on preconditionings in which elements are neglected when they appear in a predefined set of positions in the matrix, i.e. positional rather than numerical dropping. Numerical results are given to illustrate the performance of the CG-type methods preconditioned via numerical dropping.