MA61 Sparse symmetric positive-deﬁnite system: incomplete factorization
To solve a symmetric, sparse and positive deﬁnite set of linear equations
The solution is found by a preconditioned conjugate gradient technique, where the
preconditioning is done by incomplete factorization.
- (a) MA61A performs the incomplete factorization based on an
decomposition. New entries which have small numerical values compared
to the corresponding diagonal entries are dropped, and the diagonal entries
are modiﬁed to ensure positive deﬁniteness. This results in a preconditioning
- (b) MA61B performs the iteration procedure using the preconditioned coeﬃcient
) as the iteration matrix for the conjugate gradient algorithm.