• 论文 •

### 带门槛不完全Cholesky分解存在的问题与改进

1. 国防科技大学计算机学院并行与分布处理重点实验室;国防科技大学计算机学院并行与分布处理重点实验室;装备指挥技术学院 长沙 410073 ;长沙 410073 ;北京3380信箱90号 北京 101416
• 出版日期:2003-03-20 发布日期:2003-03-20

### PROBLEMS AND IMPROVEMENTS TO THE INCOMPLETE CHOLESKY DECOMPOSITION WITH THRESHOLDS

1. Wu Jianping Wang Zhenghua (Institute of Computer, National University of Defense Technology, Changsha, China, 410073) Li Xiaomei (Institute of Command and Technology of Equipment, Beijing, China, 101416)
• Online:2003-03-20 Published:2003-03-20

In this paper, there have analyzed three problems occurred in the incomplete Cholesky factorization with thresholds for the matrices of symmetric positive definite. First, the drop strategy is used to only a row of the matrix at a time. Based on the idea of dropping the small elements in magnitude, this strategy is extended, that is, several rows of the factor are computed and the drop strategy is exploited for these rows at a time. Second, there may occur pivots of small magnitude or even negative ones. A solution is proposed in this paper. Finally, the incomplete factorization is often difficult to implement efficiently. Several integer vectors are exploited in this paper to solve this problem. Then the efficient implementation of the modified incomplete Cholesky decomposition is in consideration. Analyses and computation experiments show that these techniques are effective.
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