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A multilevel Crout ILU preconditioner with pivoting and row permutation
Author(s) -
Mayer Jan
Publication year - 2007
Publication title -
numerical linear algebra with applications
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.02
H-Index - 53
eISSN - 1099-1506
pISSN - 1070-5325
DOI - 10.1002/nla.554
Subject(s) - preconditioner , incomplete lu factorization , factorization , permutation (music) , mathematics , row , sparse matrix , row and column spaces , matrix (chemical analysis) , linear system , incomplete cholesky factorization , coefficient matrix , iterative method , algorithm , matrix decomposition , combinatorics , computer science , eigenvalues and eigenvectors , mathematical analysis , physics , materials science , quantum mechanics , database , composite material , acoustics , gaussian
In this paper, we present a new incomplete LU factorization using pivoting by columns and row permutation. Pivoting by columns helps to avoid small pivots and row permutation is used to promote sparsity. This factorization is used in a multilevel framework as a preconditioner for iterative methods for solving sparse linear systems. In most multilevel incomplete ILU factorization preconditioners, preprocessing (scaling and permutation of rows and columns of the coefficient matrix) results in further improvements. Numerical results illustrate that these preconditioners are suitable for a wide variety of applications. Copyright © 2007 John Wiley & Sons, Ltd.