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Robust approximate inverse preconditioning for the conjugate gradient method. (English) Zbl 0985.65035

The authors present a stabilized approximate inverse algorithm for arbitrary symmetric positive definite matrices to be used in preconditioned conjugate gradient methods. They also investigate another approach to prevent breakdowns that is based on the technique of diagonally compensated reduction of positive off-diagonal entries. Numerical results for problems arising from finite element discretizations of elasticity and diffusion problems illustrate the performance of the algorithms.

MSC:

65F35 Numerical computation of matrix norms, conditioning, scaling
65F50 Computational methods for sparse matrices
65F10 Iterative numerical methods for linear systems
65N30 Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs
35J25 Boundary value problems for second-order elliptic equations
65Y20 Complexity and performance of numerical algorithms

Software:

SparseMatrix
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