2
$\begingroup$

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?

$\endgroup$
1

1 Answer 1

2
$\begingroup$

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.

$\endgroup$
4
  • $\begingroup$ 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
    Commented Apr 21, 2015 at 14:03
  • $\begingroup$ I think you found what you are looking for, then, no? $\endgroup$ Commented Apr 22, 2015 at 2:20
  • $\begingroup$ 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
    Commented Apr 22, 2015 at 6:22
  • $\begingroup$ I see. I have no other suggestion than the one above. $\endgroup$ Commented Apr 22, 2015 at 12:04

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service and acknowledge you have read our privacy policy.

Not the answer you're looking for? Browse other questions tagged or ask your own question.