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A class of incomplete orthogonal factorization methods. I: Methods and theories

Abstract:

We present a class of incomplete orthogonal factorization methods based on Givens rotations for large sparse unsymmetric matrices. These methods include: Incomplete Givens Orthogonalization (IGO-method) and its generalisation (GIGO-method), which drop entries from the incomplete orthogonal and upper triangular factors by position; Threshold Incomplete Givens Orthogonalization (TIGO(τ)-method), which drops entries dynamically by their magnitudes; and its generalisation (GTIGO(τ,p)-method), whi...

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Publication status:
Published

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Publisher copy:
10.1023/A:1021913700691

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Institution:
University of Oxford
Department:
Oxford, MPLS, Mathematical Inst
Journal:
BIT
Volume:
41
Issue:
1
Pages:
53-70
Publication date:
2001
DOI:
ISSN:
0006-3835
URN:
uuid:823c9393-c346-45b5-8c0f-f4bab10ef51e
Source identifiers:
188951
Local pid:
pubs:188951

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