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Post-filtering of IC2-factors for load balancing in parallel preconditioning

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Abstract

A modification is proposed for the second order incomplete Cholesky decomposition (IC2). It makes possible to design a preconditioning procedure for the conjugate gradient method (CGM) with a controllable fill-in in the preconditioner. The modified algorithm is used to develop a load-balancing parallel preconditioning for CGM as applied to linear systems with symmetric positive definite matrices. Numerical results obtained using a multiprocessor computer system are presented.

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Authors and Affiliations

  1. Dorodnicyn Computing Center, Russian Academy of Sciences, ul. Vavilova 40, Moscow, 119333, Russia

    I. E. Kaporin & I. N. Kon’shin

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  1. I. E. Kaporin
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  2. I. N. Kon’shin
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Correspondence to I. E. Kaporin.

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Original Russian Text © I.E. Kaporin, I.N. Kon’shin, 2009, published in Zhurnal Vychislitel’noi Matematiki i Matematicheskoi Fiziki, 2009, Vol. 49, No. 6, pp. 940–957.

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Kaporin, I.E., Kon’shin, I.N. Post-filtering of IC2-factors for load balancing in parallel preconditioning. Comput. Math. and Math. Phys. 49, 901–918 (2009). https://doi.org/10.1134/S0965542509060025

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  • DOI: https://doi.org/10.1134/S0965542509060025

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