This paper presents a general preconditioning method based on a multilevel partial elimination approach. The basic step in constructing the preconditioner is to separate the initial points into two parts. The first part consists of 'block' independent sets, or 'aggregates'. Unknowns of two different aggregates have no coupling between them, but those in the same aggregate may be coupled. The nodes not in the first part constitute what might be called the 'coarse' set. It is natural to call the nodes in the first part 'fine' nodes. The idea of the methods is to form the Schur complement related to the coarse set. This leads to a natural block LU factorization which can be used as a preconditioner for the system. This system is then solved recursively using as preconditioner the factorization that could be obtained from the next level. Iterations between levels are allowed. One interesting aspect of the method is that it provides a common framework for many other techniques. Numerical experiments are reported which indicate that the method can be fairly robust.
- Incomplete LU factorization
- Krylov subspace methods
- Multilevel ILU preconditioner
- Nested dissection
- Recursive solution