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An Iterative Solution Method for Linear Systems of Which the Coefficient Matrix Is a Symmetric M-Matrix

Algorithm
Incomplete Cholesky Conjugate Gradient

Abstract

A particular class of regular splittings of not necessarily symmetric M-matrices is proposed. If the matrix is symmetric, this splitting is combined with the conjugate-gradient method to provide a fast iterative solution algorithm. Comparisons have been made with other well-known methods. In all test problems the new combination was faster than the other methods.

Summary

Introduces incomplete factorization based regular splittings for M-matrices and combines them with conjugate gradients for symmetric systems. Establishes a foundational incomplete Cholesky preconditioning approach and demonstrates faster convergence than competing iterative methods.

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