Multilevel Preconditioners Constructed From Inverse-Based ILUs
Author(s) -
Matthias Bollhöfer,
Yousef Saad
Publication year - 2006
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 - 10.1137/040608374
Subject(s) - preconditioner , robustness (evolution) , factorization , mathematics , gaussian elimination , compromise , implementation , incomplete lu factorization , inverse , lu decomposition , mathematical optimization , matrix decomposition , gaussian , algorithm , algebra over a field , computer science , iterative method , pure mathematics , geometry , eigenvalues and eigenvectors , social science , biochemistry , chemistry , physics , quantum mechanics , sociology , gene , programming language
This paper analyzes dropping strategies in a multilevel incomplete LU decomposition context and presents a few strategies for obtaining related ILUs with enhanced robustness. The analysis shows that the incomplete LU factorization resulting from dropping small entries in Gaussian elimination produces a good preconditioner when the inverses of these factors have norms that are not too large. As a consequence a few strategies are developed whose goal is to achieve this feature. A number of "templates" for enabling implementations of these factorizations are presented. Numerical experiments show that the resulting ILUs offer a good compromise between robustness and efficiency.
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