Incomplete Factorizations of Matrices and Connections with H -Matrices

Richard S. Varga, E. B. Saff, Volker Mehrmann · SIAM Journal on Numerical Analysis · 1980

There has been much recent interest in the use of incomplete factorizations of matrices, in conjunction with applications of the generalized conjugate gradient method, for approximating solutions of large sparse systems of linear equations. Underlying many of these recent developments is the theory of H-matrices, introduced by A. M. Ostrowski. In this note, further connections of the theory of incomplete factorizations of matrices with the theory of H-matrices are derived.

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