Math Is Fun Forum

aqms

Member

Registered: 2009-03-19

Posts: 2

Please Help Me! Modified incomplete cholesky factorization

Hi all,

I am losing my mind trying to figure out to perform modified incomplete cholesky factorization.

What I am trying to do is to use this method to create a preconditioner for the conjugate gradient method in order to solve Ax = b.

As A is a very large sparse matrix (of the size millions), the only possible way of solving this problem (practically) is to either use iterative method such as the conjugate gradient or the multigrid method.

Most of the reference books I read says that it is basically a modification of the incomplete cholesky factorization, by subtracting the fill values from the diagonal elements.

I did that, and I was not able to get the correct result.

Please, if anybody knows anything about this topic, do reply and share some thoughts.

My interest specifically would be on how to perform modified incomplete cholesky factorization with no fill - ins (MIC(0)).

Aznul

Last edited by aqms (2009-03-24 15:24:23)