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In incomplete Cholesky decomposition, the preconditioner matrix produced is ____________ (Note: L is the factorized lower triangular matrix and U is the factorized lower triangular matrix).(a) UL’(b) LU’(c) LL’(d) LL^2I got this question at a job interview.This intriguing question originated from Numerical Methods in section Numerical Methods of Computational Fluid Dynamics

Answer»

Right choice is (C) LL’

The explanation is: In incomplete Cholesky DECOMPOSITION, FACTORIZATION is done only for the lower triangular matrix and the preconditioner matrix is LL’. The coefficient matrix is also APPROXIMATELY equal to the preconditioner matrix.



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