Robust approximate inverse preconditioning for the conjugate gradient method

被引:123
作者
Benzi, M
Cullum, JK
Tuma, M
机构
[1] Univ Calif Los Alamos Natl Lab, Comp Res & Applicat Grp CIC3, Los Alamos, NM 87545 USA
[2] Acad Sci Czech Republ, Inst Comp Sci, Prague 18207 8, Czech Republic
关键词
sparse linear systems; finite element matrices; preconditioned conjugate gradients; factorized sparse approximate inverses; incomplete conjugation; stabilized AINV; diagonally compensated reduction;
D O I
10.1137/S1064827599356900
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
We present a variant of the AINV factorized sparse approximate inverse algorithm which is applicable to any symmetric positive definite matrix. The new preconditioner is breakdown-free and, when used in conjunction with the conjugate gradient method, results in a reliable solver for highly ill-conditioned linear systems. We also investigate an alternative approach to a stable approximate inverse algorithm, based on the idea of diagonally compensated reduction of matrix entries. The results of numerical tests on challenging linear systems arising from finite element modeling of elasticity and diffusion problems are presented.
引用
收藏
页码:1318 / 1332
页数:15
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