Algorithm 740: Fortran subroutines to compute improved incomplete Cholesky factorizations
Mark T. Jones, Paul E. Plassmann · ACM Transactions on Mathematical Software · 1995
Efficient and reliable code to compute incomplete Cholesky factors of sparse matrices for use as preconditioners in a conjugate gradient algorithm is described. This code implements two recently developed, improved incomplete factorization algorithms. An efficient implementation of the standard incomplete Cholesky factorization is also included.