A factored approximate inverse preconditioner with pivoting

Matthias Bollhöfer, Yousef Saad

Research output: Contribution to journalArticlepeer-review

14 Scopus citations

Abstract

In this paper we develop new techniques for stabilizing factored approximate inverse preconditioners (AINV) using pivoting. This method yields stable preconditioners in many cases and can provide successful preconditioners in many situations when the underlying system is highly indefinite. Numerical examples illustrate the effectiveness of this approach.

Original languageEnglish (US)
Pages (from-to)692-705
Number of pages14
JournalSIAM Journal on Matrix Analysis and Applications
Volume23
Issue number3
DOIs
StatePublished - 2002

Keywords

  • Factored approximate inverse preconditioners
  • Incomplete LU factorization
  • Pivoting
  • Sparse approximate inverse
  • Sparse matrices

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