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
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65F10 Iterative methods for linear systems
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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