[HAMA-553] Implement the incomplete Cholesky Factorization

• Type: Sub-task
• Status: Open
• Priority: Minor
• Resolution: Unresolved
• Component/s: examples
• Assignee: Unassigned
• Reporter: Thomas Jungblut
• Created: 15/Apr/12 16:13
• Updated: 15/Apr/12 16:13

Description

For our upcoming math package we want to improve HAMA-94 to do a incomplete computation. This is e.G. a preconditioner for minimization algorithms like conjugate gradient.

Projects like PSVM [1] (there is an upcoming HAMA implementation) uses this, here is some sample code for MPI [2].

[1] http://code.google.com/p/psvm/
[2] http://code.google.com/p/psvm/source/browse/trunk/matrix_manipulation.cc