1. Improved Balanced Incomplete Factorization
- Author
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Miroslav Tu ring, José Marín, Rafael Bru, and José Luis Verdú Más
- Subjects
Sherman–Morrison formula ,Iterative method ,Linear system ,Incomplete decompositions ,Sherman–Morrison formula, nonsymmetric matrices ,Nonsymmetric matrices ,Inverse ,Approximate inverses ,Preconditioned iterative methods ,Factorization ,Algorithmics ,Sparse matrices ,Linear algebra ,MATEMATICA APLICADA ,Algorithm ,Analysis ,Mathematics ,Sparse matrix - Abstract
[EN] . In this paper we improve the BIF algorithm which computes simultaneously the LU factors (direct factors) of a given matrix and their inverses (inverse factors). This algorithm was introduced in [R. Bru, J. Mar´ın, J. Mas, and M. T˚uma, SIAM J. Sci. Comput., 30 (2008), pp. 2302– 2318]. The improvements are based on a deeper understanding of the inverse Sherman–Morrison (ISM) decomposition, and they provide a new insight into the BIF decomposition. In particular, it is shown that a slight algorithmic reformulation of the basic algorithm implies that the direct and inverse factors numerically influence each other even without any dropping for incompleteness. Algorithmically, the nonsymmetric version of the improved BIF algorithm is formulated. Numerical experiments show very high robustness of the incomplete implementation of the algorithm used for preconditioning nonsymmetric linear systems, Received by the editors January 26, 2009; accepted for publication (in revised form) by V. Simoncini June 1, 2010; published electronically August 12, 2010. This work was supported by Spanish grant MTM 2007-64477, by project IAA100300802 of the Grant Agency of the Academy of Sciences of the Czech Republic, and partially also by the International Collaboration Support M100300902 of AS CR.
- Published
- 2010
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