Multilevel ILU With Reorderings for Diagonal Dominance
Author(s) -
Yousef Saad
Publication year - 2005
Publication title -
siam journal on scientific computing
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.674
H-Index - 147
eISSN - 1095-7197
pISSN - 1064-8275
DOI - 10.1137/030602733
Subject(s) - preconditioner , mathematics , diagonally dominant matrix , diagonal , incomplete lu factorization , factorization , sparse matrix , lu decomposition , triangular matrix , permutation (music) , combinatorics , matrix decomposition , algorithm , pure mathematics , iterative method , invertible matrix , eigenvalues and eigenvectors , geometry , physics , quantum mechanics , acoustics , gaussian
This paper presents a preconditioning method based on combining two-sided permutations with a multilevel approach. The nonsymmetric permutation exploits a greedy strategy to put large entries of the matrix in the diagonal of the upper leading submatrix. The method can be regarded as a complete pivoting version of the incomplete LU factorization. This leads to an effective incomplete factorization preconditioner for general nonsymmetric, irregularly structured, sparse linear systems.
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