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Improving the stability and robustness of incomplete symmetric indefinite factorization preconditioners

Scott, J. and Tuma, M. (2017) Improving the stability and robustness of incomplete symmetric indefinite factorization preconditioners. Numerical Linear Algebra with Applications, 24 (5). e2099. ISSN 1099-1506

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To link to this item DOI: 10.1002/nla.2099

Abstract/Summary

Sparse symmetric indefinite linear systems of equations arise in numerous practical applications. In many situations, an iterative method is the method of choice but a preconditioner is normally required for it to be effective. In this paper, the focus is on a class of incomplete factorization algorithms that can be used to compute preconditioners for symmetric indefinite systems. A limited memory approach is employed that incorporates a number of new ideas with the goal of improving the stability, robustness and efficiency of the preconditioner. These include the monitoring of stability as the factorization proceeds and the incorporation of pivot modifications when potential instability is observed. Numerical experiments involving test problems arising from a range of real-world applications demonstrate the effectiveness of our approach.

Item Type:Article
Refereed:Yes
Divisions:Faculty of Science > School of Mathematical, Physical and Computational Sciences > Department of Mathematics and Statistics
ID Code:70341
Publisher:John Wiley and Sons

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