Multisplitting Preconditioners Based on Incomplete Choleski Factorizations
Rafael Bru, C. Corral, Ángeles Martínez, José Mas · SIAM Journal on Matrix Analysis and Applications · 1995
Let $Ax = b$ be a linear system where A is a symmetric positive definite matrix. Preconditioners for the conjugate gradient method based on multisplittings obtained by incomplete Choleski factorizations of A are studied. The validity of these preconditioners when A is an M-matrix is proved and a parallel implementation is presented.