A robust incomplete factorization based on value and space constraints
Made Suarjana, Kincho H. Law · International Journal for Numerical Methods in Engineering · 1995
Abstract This paper describes an incomplete factorization method for computing a preconditioning matrix for the conjugate gradient method. The incomplete factorization satisfies the stability requirement that the incomplete factor remains positive definite throughout the factorization. When selecting a preconditioner for the conjugate gradient method, the number of non‐zero entries to be retained in the incomplete factor should be limited so that the amount of computations involving the preconditioning matrix is minimized. This paper introduces a method to generate an effective preconditioning matrix within a predefined space. Numerical results are presented to demonstrate the effectiveness of the incomplete factor as a preconditioner for the conjugate gradient method for solving large‐scale structural engineering problems.