Conditioning analysis of incomplete Cholesky factorizations with orthogonal dropping
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Conditioning analysis of incomplete Cholesky factorizations with orthogonal dropping

Abstract

The analysis of preconditioners based on incomplete Cholesky factorization in which the neglected (dropped) components are orthogonal to the approximations being kept is presented. General estimate for the condition number of the preconditioned system is given which only depends on the accuracy of individual approximations. The estimate is further improved if, for instance, only the newly computed rows of the factor are modified during each approximation step. In this latter case it is further shown to be sharp. The analysis is illustrated with some existing factorizations in the context of discretized elliptic partial differential equations.

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