TY  - JOUR
T1  - Preconditioning of linear least squares by robust incomplete factorization for implicitly held normal equations
A1  - Scott, Jennifer
A1  - Tůma, Miroslav
JA  - SIAM Journal on Scientific Computing
Y1  - 2016
VL  - 38
IS  - 6
SP  - C603–C623
M2  - doi: 10.1137/16M105890X
KW  - incomplete factorizations
KW  - indefinite symmetric systems
KW  - iterative solvers
KW  - preconditioning
KW  - sparse linear systems
KW  - sparse matrices
N2  - The efficient solution of the normal equations corresponding to a large sparse linear least squares problem
can be extremely challenging. Robust incomplete factorization (RIF) preconditioners represent one approach that has the
important feature of computing an incomplete LLT factorization of the normal equations matrix without having to form
the normal matrix itself. The right-looking implementation of Benzi and T°uma has been used in a number of studies but
experience has shown that it can be computationally slow and its memory requirements are not known a priori. Here
a new left-looking variant is presented that employs a symbolic preprocessing step to replace the potentially expensive
searching through entries of the normal matrix. This involves a directed acyclic graph (dag) that is computed on-the-fly.
An inexpensive but effective pruning algorithm is proposed to limit the number of edges in the dag. Problems arising from
practical applications are used to compare the performance of the right-looking approach with a left-looking implementation
that computes the normal matrix explicitly and our new implicit dag-based left-looking variant.
M1  - Preprint project = NCMM
M1  - Preprint year = 2016
M1  - Preprint number = 09
M1  - Preprint ID = NCMM/2016/09
ER  -