Two explicit incomplete factorization methods

Two explicit incomplete factorization methods and their program implementation are presented for solution of linear algebraic systems with real symmetric positive definite (SPD) matrices. The algorithms are based on the efficient Eisenstat modification of preconditioning for the matrix row sparse format. The fast iterative convergence is provided by conjugate gradient...

ilin.pdf2.71 MB

The generator of RK-scheme GRKSCHEM

The generator of M-stage modified RK-scheme, 2 < M < 21, for solving the ODE y' = f(t,y) with initial conditions and the Volterra integral equation (by the RK-method of advanced accuracy) is proposed. Modified and classical RK-methods differ for a triangular matrix B only are used.

kuznecov.pdf3.51 MB

The program NODE for solution of ODE stiff systems

The paper introduces an algorithm for the numerical solution of initial value problems for systems of ordinary differential equations (ODE). The algorithm uses the Rosenbrock-type and the Runge-Kutta-type schemes with Jacobian freezing and automatic step size control policy based on the global error estimation. Some examples of solution of test...

novikov.pdf1.84 MB