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.
Description
[1603.09133] "Compress and eliminate" solver for symmetric positive definite sparse matrices
%0 Generic
%1 sushnikova2016compress
%A Sushnikova, Daria A.
%A Oseledets, Ivan V.
%D 2016
%K linearAlgebra
%T "Compress and eliminate" solver for symmetric positive definite sparse
matrices
%U http://arxiv.org/abs/1603.09133
%X 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.
@misc{sushnikova2016compress,
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.},
added-at = {2016-03-31T06:31:24.000+0200},
author = {Sushnikova, Daria A. and Oseledets, Ivan V.},
biburl = {https://www.bibsonomy.org/bibtex/2f31a289f07558848fef7d7c16b99f5d0/pixor},
description = {[1603.09133] "Compress and eliminate" solver for symmetric positive definite sparse matrices},
interhash = {5edc44a4bad199c0f9ef9ec49716c43a},
intrahash = {f31a289f07558848fef7d7c16b99f5d0},
keywords = {linearAlgebra},
note = {cite arxiv:1603.09133},
timestamp = {2016-03-31T06:31:24.000+0200},
title = {"Compress and eliminate" solver for symmetric positive definite sparse
matrices},
url = {http://arxiv.org/abs/1603.09133},
year = 2016
}