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JOURNALS // Sibirskii Zhurnal Vychislitel'noi Matematiki // Archive

Sib. Zh. Vychisl. Mat., 1998 Volume 1, Number 4, Pages 321–336 (Mi sjvm313)

On incomplete factorization methods with generalized compensation

V. P. Il'ina, K. Yu. Laevskiib

a Institute of Computational Mathematics and Mathematical Geophysics (Computing Center), Siberian Branch of the Russian Academy of Sciences, Novosibirsk
b Eindhoven University of Technology, The Netherlands

Abstract: The iterative incomplete factorization methods are described on the base of definition of preconditioning $B$ matrix from generalized compensation principle $B_{y_k}=A_{y_k}$, $k=1,\dots,m$, where $A$ is the matrix of original system of linear algebraic equations and $\{y_k\}$ is the set of so called probe vectors. The correctness of such algorithms and conditions of positive definiteness of preconditioning matrices are investigated for solution to the Stieltjes type block-tridiagonal systems. The estimates of condition number of matrix product $B^{-1}A$, that define the iterative convergence rate, are derived in the terms of the properties of original matrices.

UDC: 519.63

Received: 26.01.1998
Revised: 22.04.1998



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