A Robust And Efficient ILU That Incorporates the Growth of the Inverse Triangular Factors

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Author(s) : Matthias Bollhöfer

The paper is published : SIAM J. Sci. Comput., (to appear), 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 an implementation of an incomplete LU decomposition that is based on an existing sparse direct solver. In contrast to many incomplete LU decompositions this ILU incorporates information about the in inverse factors L-1 and U-1 which have direct influence on the dropping strategy. This gives an extremely robust preconditioner which is demonstrated in several numerical examples.

Keywords : sparse matrices, ILU, sparse direct methods, approximate inverse, condition estimator