.TH "mic" 5rheolef "Version 7.2" "rheolef" \" -*- nroff -*- .ad l .nh .SH NAME mic \- modified incomplete Cholesky factorization preconditionner (rheolef-7\&.2) .SH "SYNOPSIS" .PP .PP .nf solver pa = mic(a); .fi .PP .SH "DESCRIPTION" .PP \fCmic\fP is a function that returns the modified incomplete Cholesky factorization preconditioner as a \fBsolver(4)\fP\&. The method is described in .PP .nf C-J\&. Lin and J\&. J\&. More, Incomplete Cholesky factorizations with limited memory, SIAM J\&. Sci\&. Comput\&. 21(1), pp\&. 24-45, 1999 .fi .PP It performs the following incomplete factorization: \fCS P A P^T S\fP that approximates \fCL L^T\fP where \fCL\fP is a lower triangular factor, \fCS\fP is a diagonal scaling matrix, and \fCP\fP is a fill-in reducing permutation as computed by the \fCAMDcol\fP ordering method\&. .SH "OPTIONS" .PP This preconditioner supports an option related to the shifting strategy: let \fCB = S P A P^T S\fP be the scaled matrix on which the factorization is carried out, and \fCbeta\fP be the minimum value of the diagonal\&. If \fCbeta > 0\fP then, the factorization is directly performed on the matrix \fCB\fP\&. Otherwise, the factorization is performed on the shifted matrix \fCB + (shift+|beta|I\fP where \fCshift\fP is the provided option\&. The default value is \fCshift = 0\&.001\fP\&. If the factorization fails, then the shift is doubled until it succeed or a maximum of ten is reached\&. If it still fails, it is better to use another preconditioning technique\&. .PP .nf Float shift = 1e-3; solver pa = mic (a,shift); .fi .PP .SH "IMPLEMENTATION" .PP This documentation has been generated from file linalg/lib/mic\&.h .SH AUTHOR Pierre Saramito .SH COPYRIGHT Copyright (C) 2000-2018 Pierre Saramito GPLv3+: GNU GPL version 3 or later . This is free software: you are free to change and redistribute it. There is NO WARRANTY, to the extent permitted by law.