Is there an efficient way to perform an incomplete Cholesky factorization on a symmetric positive definite sparse matrix (CSR format), in order to use it as a preconditioner for a CG solver? Is there a FORTRAN subroutine that performs such an factorization in parallel?
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1$\begingroup$ Related: Sparse Incomplete Cholesky $\endgroup$ – hardmath Apr 21 '15 at 14:58
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There's no need to do it yourself: The good people who bring us PETSc, Trilinos, and a number of other linear algebra libraries have already done it for you. I'm not sure about Fortran interfaces, but I think that PETSc has them. If they don't, it should not be overly difficult to write some if the ILU is all you want to compute and apply.
answered Apr 21 '15 at 13:35
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$\begingroup$ Thank you very much for your answer. I do not intent to write the subroutine myself because it will not be optimized in any way. What I am looking for is a routine such as dcsrilu0 in mkl, in order to use it along with the iterative sparse solver included in mkl. $\endgroup$ – kyperros Apr 21 '15 at 14:03
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$\begingroup$ I think you found what you are looking for, then, no? $\endgroup$ – Wolfgang Bangerth Apr 22 '15 at 2:20
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$\begingroup$ No, because it is stated in the manual that dcsrilu0 should not be used with CG as it is not for symmetric problems. This is why I am looking for something similar to dcsrilu0 but for incomplete Cholesky factorization. $\endgroup$ – kyperros Apr 22 '15 at 6:22
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$\begingroup$ I see. I have no other suggestion than the one above. $\endgroup$ – Wolfgang Bangerth Apr 22 '15 at 12:04
