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Complex Incomplete Cholesky Factorization Preconditioned Bi-conjugate Gradient Method

机译:复杂的不完全Cholesky因式分解预处理双共轭梯度法

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摘要

Linear systems generated by finite element method (FEM) always have a symmetrical sparse system matrix, which requires a large amount of computation and memory effort to access its zero elements. To address this problem, a fully-sparse storing scheme is proposed to store only nonzero symmetrical elements of the sparse system matrix. Meanwhile, for some ill-conditioned system matrixes, conventional iterative solution methods may incur such problems as slow convergence and even failure of convergence. To solve this problem, we further develop a fast convergent preconditioned bi-conjugate gradient method (PBCG) based on a real incomplete Cholesky factorization preconditioner. Numerical experiments show that the proposed method accelerates the convergence and is applicable for the large-scale complex linear systems.
机译:通过有限元方法(FEM)生成的线性系统始终具有对称的稀疏系统矩阵,这需要大量的计算和内存工作才能访问其零元素。为了解决这个问题,提出了一种全稀疏存储方案,该方案仅存储稀疏系统矩阵的非零对称元素。同时,对于某些病态的系统矩阵,传统的迭代求解方法可能会出现收敛缓慢甚至收敛失败的问题。为了解决这个问题,我们进一步开发了基于真正的不完全Cholesky分解预处理器的快速收敛预处理双共轭梯度方法(PBCG)。数值实验表明,该方法可以加快收敛速度​​,适用于大型复杂线性系统。

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