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.