On Positive Semidefinite Modification Schemes for Incomplete Cholesky Factorization

@article{Scott2014OnPS,
title={On Positive Semidefinite Modification Schemes for Incomplete Cholesky Factorization},
author={Jennifer A. Scott and Miroslav Tuma},
journal={SIAM J. Scientific Computing},
year={2014},
volume={36}
}

Incomplete Cholesky factorizations have long been important as preconditioners for use in solving largescale symmetric positive-definite linear systems. In this paper, we focus on the relationship between two important positive semidefinite modification schemes that were introduced to avoid factorization breakdown, namely the approach of Jennings and Malik and that of Tismenetsky. We present a novel view of the relationship between the two schemes and implement them in combination with a… CONTINUE READING