A Sparse Approximate Inverse Preconditioner for the Conjugate Gradient Method
Michele Benzi, Carl Dean Meyer, Miroslav Tůma · SIAM Journal on Scientific Computing · 1996
A method for computing a sparse incomplete factorization of the inverse of a symmetric positive definite matrix A is developed, and the resulting factorized sparse approximate inverse is used as an explicit preconditioner for conjugate gradient calculations. It is proved that in exact arithmetic the preconditioner is well defined if A is an H-matrix. The results of numerical experiments are presented.