Emergent Mind
"Compress and eliminate" solver for symmetric positive definite sparse matrices
(1603.09133)
Published Mar 30, 2016
in
math.NA
and
cs.NA
Abstract
We propose a new approximate factorization for solving linear systems with symmetric positive definite sparse matrices. In a nutshell the algorithm is to apply hierarchically block Gaussian elimination and additionally compress the fill-in. The systems that have efficient compression of the fill-in mostly arise from discretization of partial differential equations. We show that the resulting factorization can be used as an efficient preconditioner and compare the proposed approach with state-of-art direct and iterative solvers.
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