A Class of Incomplete Orthogonal Factorization Methods. II: Implementation and Results
- Cite this article as:
- Papadopoulos, A.T., Duff, I.S. & Wathen, A.J. Bit Numer Math (2005) 45: 159. doi:10.1007/s10543-005-2642-z
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We present, implement and test several incomplete QR factorization methods based on Givens rotations for sparse square and rectangular matrices. For square systems, the approximate QR factors are used as right-preconditioners for GMRES, and their performance is compared to standard ILU techniques. For rectangular matrices corresponding to linear least-squares problems, the approximate R factor is used as a right-preconditioner for CGLS. A comprehensive discussion is given about the uses, advantages and shortcomings of the preconditioners.