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, 2015 at 14:58
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1 Answer
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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, 2015 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. $\endgroup$– kyperrosApr 21, 2015 at 14:03
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$\begingroup$ I think you found what you are looking for, then, no? $\endgroup$ Apr 22, 2015 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. $\endgroup$– kyperrosApr 22, 2015 at 6:22
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$\begingroup$ I see. I have no other suggestion than the one above. $\endgroup$ Apr 22, 2015 at 12:04