Factorized Sparse Approximate Inverse Preconditionings I. Theory
L. Yu. Kolotilina, A. Yu. Yeremin · SIAM Journal on Matrix Analysis and Applications · 1993
This paper considers construction and properties of factorized sparse approximate inverse preconditionings well suited for implementation on modern parallel computers. In the symmetric case such preconditionings have the form $A \to G_L AG_L^T $, where $G_L $ is a sparse approximation based on minimizing the Frobenius form $\| I - G_L L_A \|_F $ to the inverse of the lower triangular Cholesky factor $L_A $ of A, which is not assumed to be known explicitly. These preconditionings preserve symmetry and/or positive definiteness of the original matrix and, in the case of M-, H-, or block H-matrices, lead to convergent splittings.