Algorithm 740: Fortran Subroutines to Compute Improved Incomplete Cholesky Factorizations

Abstract

Efficient and reliable code to compute incomplete Cholesky factors of sparse matrices for use as preconditioners in a conjugate gradient algorithm is described. This code implements two recently developed, improved incomplete factorization algorithms. An efficient implementation of the standard incomplete Cholesky factorization is also included. © 1995, ACM. All rights reserved.