Preconditioning techniques for large linear systems: a survey

  • Authors:
  • Michele Benzi

  • Affiliations:
  • Mathematics and Computer Science Department, Emory University, Atlanta, Georgia

  • Venue:
  • Journal of Computational Physics
  • Year:
  • 2002

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Abstract

This article surveys preconditioning techniques for the iterative solution of large linear systems, with a focus on algebraic methods suitable for general sparse matrices. Covered topics include progress in incomplete factorization methods, sparse approximate inverses, reorderings, parallelization issues, and block and multilevel extensions. Some of the challenges ahead are also discussed. An extensive bibliography completes the paper.