Incomplete Cholesky Preconditioners with Band-Diagonalization for Sparse Symmetric Systems

Taku Itoh, Daichi Fujimoto, Takashi Kitagawa, Susumu Nakata
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Abstract

In this paper, we present a preconditioning method based on Incomplete Cholesky Decomposition (ICD) combined with a band-diagonalization strategy which enables an efficient ICD. The performance of the ICD preconditioner for sparse symmetric systems has a close relationship to the number of fill-ins of the exact Cholesky decomposition and the number can be decreased by the band-diagonalization. We consider an implicit surface reconstruction as a typical problem which has a property that the coefficient matrix can be transformed into a band-diagonal structure at a low computational cost. The effectiveness of the preconditioning is shown as a result of some numerical experiments. (© 2004 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)

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稀疏对称系统的带对角化不完全Cholesky预条件
在本文中,我们提出了一种基于不完全乔列斯基分解(ICD)和带对角化策略相结合的预处理方法,以实现有效的ICD。稀疏对称系统的ICD预条件的性能与精确Cholesky分解的填充数密切相关,并且可以通过带对角化来减少填充数。隐式曲面重构是一个典型的曲面重构问题,该问题具有系数矩阵可以以较低的计算成本转换为带对角结构的特点。数值实验结果表明了该预处理方法的有效性。(©2004 WILEY-VCH Verlag GmbH &KGaA公司,Weinheim)
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