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Chinese Academy of Sciences Institutional Repositories Grid
A class of incomplete orthogonal factorization methods. I: Methods and theories

文献类型:期刊论文

作者Bai, ZZ; Duff, IS; Wathen, AJ
刊名BIT
出版日期2001
卷号41期号:1页码:53-70
关键词preconditioning linear systems sparse least squares modified Gram-Schmidt orthogonalization Givens rotations incomplete orthogonal factorizations
ISSN号0006-3835
英文摘要We present a class of incomplete orthogonal factorization methods based on Givens rotations for large sparse unsymmetric matrices. These methods include: Incomplete Givens Orthogonalization (IGO-method) and its generalisation (GIGO-method), which drop entries from the incomplete orthogonal and upper triangular factors by position; Threshold Incomplete Givens Orthogonalization (TIGO(tau)-method), which drops entries dynamically by their magnitudes; and its generalisation (GTIGO(tau; p)-method), which drops entries dynamically by both their magnitudes and positions. Theoretical analyses show that these methods can produce a nonsingular sparse incomplete upper triangular factor and either a complete orthogonal factor or a sparse nonsingular incomplete orthogonal factor for a general nonsingular matrix. Therefore, these methods can potentially generate efficient preconditioners for Krylov subspace methods for solving large sparse systems of linear equations. Moreover, the upper triangular factor is an incomplete Cholesky factorization preconditioner for the normal equations matrix from least-squares problems.
WOS研究方向Computer Science ; Mathematics
语种英语
WOS记录号WOS:000167334800003
出版者SWETS ZEITLINGER PUBLISHERS
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/15877]  
专题中国科学院数学与系统科学研究院
作者单位1.Chinese Acad Sci, State Key Lab Sci Engn Comp, Inst Computat Math & Sci Engn Comp, Beijing 100080, Peoples R China
2.Rutherford Appleton Lab, Atlas Ctr, Chilton OX11 0QD, Oxon, England
3.Univ Oxford, Comp Lab, Oxford OX1 3QD, England
推荐引用方式
GB/T 7714
Bai, ZZ,Duff, IS,Wathen, AJ. A class of incomplete orthogonal factorization methods. I: Methods and theories[J]. BIT,2001,41(1):53-70.
APA Bai, ZZ,Duff, IS,&Wathen, AJ.(2001).A class of incomplete orthogonal factorization methods. I: Methods and theories.BIT,41(1),53-70.
MLA Bai, ZZ,et al."A class of incomplete orthogonal factorization methods. I: Methods and theories".BIT 41.1(2001):53-70.

入库方式: OAI收割

来源:数学与系统科学研究院

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