Factorized Sparse Approximate Inverses for Preconditioning

  • Authors:
  • Thomas Huckle

  • Affiliations:
  • Institut fuuml/r Informatik, TU Munich, Arcisstr 21, D-80290 Muuml/nchen, Germany huckle@in.tum.de

  • Venue:
  • The Journal of Supercomputing
  • Year:
  • 2003

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Abstract

In recent papers the use of sparse approximate inverses for the preconditioning of linear equations Ax=b is examined. The minimization of ||AM−I|| in the Frobenius norm generates good preconditioners without any a priori knowledge on the pattern of M. For symmetric positive definite A and a given a priori pattern there exist methods for computing factorized sparse approximate inverses L with LLT≈A−;1. Here, we want to modify these algorithms that they are able to capture automatically a promising pattern for L.We use these approximate inverses for solving linear equations with the cg-method. Furthermore we introduce and test modifications of this method for computing factorized sparse approximate inverses.