A Factored Approximate Inverse Preconditioner with Pivoting
Matthias Bollhöfer, Yousef El-Mabruk Saad · SIAM Journal on Matrix Analysis and Applications · 2002
In this paper we develop new techniques for stabilizing factored approximate inverse preconditioners (AINV) using pivoting. This method yields stable preconditioners in many cases and can provide successful preconditioners in many situations when the underlying system is highly indefinite. Numerical examples illustrate the effectiveness of this approach.