https://github.com/harusametime/rif

Robust Incomplete Factorization
https://github.com/harusametime/rif

Last synced: 9 days ago
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Robust Incomplete Factorization

• Host: GitHub
• URL: https://github.com/harusametime/rif
• Owner: harusametime
• Created: 2017-09-30T23:52:18.000Z (over 7 years ago)
• Default Branch: master
• Last Pushed: 2017-10-19T05:48:40.000Z (about 7 years ago)
• Last Synced: 2024-11-15T22:59:01.712Z (about 2 months ago)
• Language: Python
• Homepage:
• Size: 7.81 KB
• Stars: 0
• Watchers: 2
• Forks: 0
• Open Issues: 0
• Metadata Files:
  • Readme: README.md

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README

        
# Robust Incomplete Factorization

Robust Incomplete Factorization (RIF) is known as a method for generating a preconditioner for a linear system *Ax = b*. RIF outputs matrices *L* and *Z* that hold:





*L^T* is the transposed Cholesky factor of *C* and *Z* is the inverse matrix. 

    Jennifer Scott and Miroslav Tuma:

    Preconditioning of Linear Least Squares by Robust Incomplete Factorization for Implicitly Held Normal Equations

    SIAM J. Sci. Comput., 38(6), C603-C623 (2016)

    Read More: http://epubs.siam.org/doi/abs/10.1137/16M105890X?journalCode=sjoce3

# Source codes

- RIF.py  

    Left-looking Gram-Schmidt process for robust incomplete factorization

- RIFimply.py (Incomplete)  

    Left-looking RIF algorithm for LS with C = A^T A held implicitly