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Flexible incomplete Cholesky factorization with multi-parameters to control the number of nonzero elements in preconditioners

Authors

  • Yong Zhang,

    1. School of Mathematical Sciences, University of Electronic Science and Technology of China, Chengdu, Sichuan 611731, People's Republic of China
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  • Ting-Zhu Huang,

    Corresponding author
    1. School of Mathematical Sciences, University of Electronic Science and Technology of China, Chengdu, Sichuan 611731, People's Republic of China
    • School of Mathematical Sciences, University of Electronic Science and Technology of China, Chengdu, Sichuan 611731, People's Republic of China
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  • Yan-Fei Jing,

    1. School of Mathematical Sciences, University of Electronic Science and Technology of China, Chengdu, Sichuan 611731, People's Republic of China
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  • Liang Li

    1. School of Mathematical Sciences, University of Electronic Science and Technology of China, Chengdu, Sichuan 611731, People's Republic of China
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SUMMARY

An incomplete Cholesky (IC) factorization with multi-parameters is presented. The marked virtue of the proposed IC factorization algorithm is to dynamically control the number of nonzero elements in each column of the IC factorization preconditioner L with the help of these involved parameters. Parameter setting strategies are also given. Numerical results show that the total computing time for both computation of the preconditioner L and iterative solution is evidently reduced for almost all test matrices. In general, these parameters can obviously enhance the effectiveness and performance of the IC factorization. Copyright © 2011 John Wiley & Sons, Ltd.

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