Abstract
A modification is proposed for the second order incomplete Cholesky decomposition (IC2). It makes possible to design a preconditioning procedure for the conjugate gradient method (CGM) with a controllable fill-in in the preconditioner. The modified algorithm is used to develop a load-balancing parallel preconditioning for CGM as applied to linear systems with symmetric positive definite matrices. Numerical results obtained using a multiprocessor computer system are presented.
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