A Sparse Approximate Inverse Preconditioner for Nonsymmetric Linear Systems

  • Authors:
  • Michele Benzi;Miroslav Tuma

  • Affiliations:
  • -;-

  • Venue:
  • SIAM Journal on Scientific Computing
  • Year:
  • 1998

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Abstract

This paper is concerned with a new approach to preconditioning for large, sparse linear systems. A procedure for computing an incomplete factorization of the inverse of a nonsymmetric matrix is developed, and the resulting factorized sparse approximate inverse is used as an explicit preconditioner for conjugate gradient--type methods. Some theoretical properties of the preconditioner are discussed, and numerical experiments on test matrices from the Harwell--Boeing collection and from Tim Davis's collection are presented. Our results indicate that the new preconditioner is cheaper to construct than other approximate inverse preconditioners. Furthermore, the new technique insures convergence rates of the preconditioned iteration which are comparable with those obtained with standard implicit preconditioners.