A Sparse Approximate Inverse Preconditioner for the Conjugate Gradient Method
- 1 September 1996
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Scientific Computing
- Vol. 17 (5) , 1135-1149
- https://doi.org/10.1137/s1064827594271421
Abstract
A method for computing a sparse incomplete factorization of the inverse of a symmetric positive definite matrix $A$ is developed, and the resulting factorized sparse approximate inverse is used as an explicit preconditioner for conjugate gradient calculations. It is proved that in exact arithmetic the preconditioner is well defined if $A$ is an H-matrix. The results of numerical experiments are presented.
Keywords
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