Algorithm 740

Algorithm 740: Fortran subroutines to compute improved incomplete Cholesky factorizations An 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. (Source: http://dl.acm.org/)

This software is also peer reviewed by journal TOMS.

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References in zbMATH (referenced in 4 articles , 1 standard article )

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  1. Scott, Jennifer; Tůma, Miroslav: \textttHSL_MI28: an efficient and robust limited-memory incomplete Cholesky factorization code (2014)
  2. Benzi, Michele: Preconditioning techniques for large linear systems: A survey (2002)
  3. Sadkane, Miloud; Sidje, Roger B.: Implementation of a variable block Davidson method with deflation for solving large sparse eigenproblems (1999)
  4. Jones, M. T.; Plassmann, P. E.: Algorithm 740: Fortran subroutines to compute improved incomplete Cholesky factorizations (1995)