Abstract
A factored sparse approximate inverse is computed and used as a preconditioner for solving general sparse matrices. The algorithm is derived from a matrix decomposition algorithm for inverting dense nonsymmetric matrices. Several strategies and special data structures are proposed to implement the algorithm efficiently. Sparsity patterns of the factored inverse are exploited to reduce computational cost. The preconditioner possesses greater inherent parallelism than traditional preconditioners based on incomplete LU factorizations. Numerical experiments are used to show the effectiveness and efficiency of the proposed sparse approximate inverse preconditioner.
Original language | English |
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Pages (from-to) | 63-85 |
Number of pages | 23 |
Journal | Applied Mathematics and Computation |
Volume | 130 |
Issue number | 1 |
DOIs | |
State | Published - Jul 25 2002 |
Bibliographical note
Funding Information:This research was supported by the US National Science Foundation under grants CCR-9902022, CCR-9988165, and CCR-0043861.
Keywords
- Incomplete LU factorization
- Krylov subspace methods
- Sparse approximate inverse
- Sparse matrices
ASJC Scopus subject areas
- Computational Mathematics
- Applied Mathematics