Premium
Incremental incomplete LU factorizations with applications
Author(s) -
Calgaro Caterina,
Chehab JeanPaul,
Saad Yousef
Publication year - 2010
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.756
Subject(s) - factorization , sequence (biology) , domain (mathematical analysis) , mathematics , coefficient matrix , incomplete lu factorization , matrix (chemical analysis) , algebra over a field , computer science , matrix decomposition , algorithm , mathematical optimization , pure mathematics , mathematical analysis , eigenvalues and eigenvectors , genetics , physics , materials science , quantum mechanics , composite material , biology
This paper addresses the problem of computing preconditioners for solving linear systems of equations with a sequence of slowly varying matrices. This problem arises in many important applications. For example, a common situation in computational fluid dynamics, is when the equations change only slightly, possibly in some parts of the physical domain. In such situations it is wasteful to recompute entirely any LU or ILU factorizations computed for the previous coefficient matrix. A number of techniques for computing incremental ILU factorizations are examined. For example we consider methods based on approximate inverses as well as alternating techniques for updating the factors L and U of the factorization. Copyright © 2010 John Wiley & Sons, Ltd.