Author(s) :
Matthias Bollhöfer
The paper is published :
SIAM J. Sci. Comput., 25(1), pp. 86-103, 2003.
MSC 2000
- 65F05 Direct methods for linear systems and matrix inversion
-
65F10 Iterative methods for linear systems
-
65F50 Sparse matrices
Abstract :
In this paper we present a new
incomplete LU decomposition which is
based on an existing sparse direct solver. In contrast to many incomplete
LU decompositions this ILU incorporates information about the
inverse factors L^{-1} and U^{-1} which have direct influence
on the dropping strategy.
We demonstrate in several large scale examples
that this implementation constructs a robust preconditioner.
Keywords :
sparse matrices, ILU, sparse direct methods, approximate inverse, condition estimator
Notes :
The title in the Journal will be "A robust and efficient ILU that incorporates the growth of the inverse triangular factors."