1984
DOI: 10.1002/nme.1620200511
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A robust incomplete Choleski‐conjugate gradient algorithm

Abstract: SUMMARYWhen applied to large sparse sets of simultaneous equations, classical iterative methods may yield very poor convergence rates. This paper gives an incomplete Choleski-conjugate gradient algorithm (ICCG) which has reliably good convergence rates at the expense of computing and using at each iteration an incomplete Choleski factor of the coefficient matrix. The method is applicable to any problems in which the coefficient matrix i s symmetric positive definite and is likely to be advantageous with respec… Show more

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Cited by 217 publications
(102 citation statements)
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“…The linearization of the system is performed by using the Picard method. At each Picard iteration, the resulting set of linear equations is solved by applying a robust Incomplete Choleski Conjugate Gradient algorithm (Ajiz and Jennings, 1984, Axelson and Barker, 1984and Barret et al, 1998. Time step size is determined in an adaptive way, depending on the convergence rate.…”
Section: Numerical Modelmentioning
confidence: 99%
“…The linearization of the system is performed by using the Picard method. At each Picard iteration, the resulting set of linear equations is solved by applying a robust Incomplete Choleski Conjugate Gradient algorithm (Ajiz and Jennings, 1984, Axelson and Barker, 1984and Barret et al, 1998. Time step size is determined in an adaptive way, depending on the convergence rate.…”
Section: Numerical Modelmentioning
confidence: 99%
“…E ij has nonzero entries γ|â ij | and γ −1 |â ij | in the ith and jth diagonal positions, respectively, and entry −â ij in the (i, j) and (j, i) positions. The scalar γ may be chosen to keep the same percentage change to the diagonal entriesâ ii andâ jj that are being modified (see [1]). Alternatively, γ may be set to 1 (see [19]) and this is what we employ in our numerical experiments (but see also the weighted strategy in [14] [19].…”
Section: Positive Semidefinite Modification Schemesmentioning
confidence: 99%
“…In special cases, there is strong theoretical justification for such modifications [22]. The more general case is developed in [1] where several practical strategies are presented.…”
Section: Diagonal Partial Coloring Problem (Dpcp)mentioning
confidence: 99%