ILUs and Factorized Approximate Inverses are Strongly Related: Part II: Applications to Stabilization

Source file is available as :   Postscript Document

Author(s) : Matthias Bollhöfer , Youcef Saad

The paper is published : SIAM J. Matrix Anal. Appl., 23(3):692-705, 2001.

MSC 2000

65F05 Direct methods for linear systems and matrix inversion
65F10 Iterative methods for linear systems
65F50 Sparse matrices

Abstract :
In an earlier paper we presented a few results which established some strong relations between incomplete factorization methods and factored approximate inverse-type methods. In this paper some of these relations are exploited to develop new techniques for stabilizing factorized approximate inverse preconditioners using pivoting. This method yields stable preconditioners in many cases and can provide successful preconditioners in many situations when the underlying system is highly indefinite. Numerical examples illustrate the effectiveness of this approach

Keywords : sparse matrices, ILU, sparse approximate inverse, AINV, pivoting

Notes :
In SIMAX a revised version appeared under the title "A Factored Approximate Inverse Preconditioner With Pivoting"