A sparse approximate inverse for triangular matrices based on Jacobi iteration

Zhongjie Lu

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arXiv · 2106.12836

A sparse approximate inverse for triangular matrices based on Jacobi iteration

Zhongjie Lu

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Abstract

In this paper, we propose a simple sparse approximate inverse for triangular matrices (SAIT). Using the Jacobi iteration method, we obtain an expression of the exact inverse of triangular matrix, which is a finite series. The SAIT is constructed based on this series. We apply the SAIT matrices to iterative methods with ILU preconditioners. The two triangular solvers in the ILU preconditioning procedure are replaced by two matrix-vector multiplications, which can be fine-grained parallelized. We test this method by solving some linear systems and eigenvalue problems with preconditioned iterative methods.

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Zhongjie Lu. 2021-06-24. A sparse approximate inverse for triangular matrices based on Jacobi iteration. https://arxiv.org/abs/2106.12836

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