Crout versions of ilu factorization with pivoting for sparse symmetric matrices

N. A. Li, Yousef Saad

Research output: Contribution to journalArticle

16 Scopus citations

Abstract

The Crout variant of ILU preconditioner (ILUC) developed recently has been shown to be generally advantageous over ILU with Threshold (ILUT), a conventional row-based ILU preconditioner. This paper explores pivoting strategies for sparse symmetric matrices to improve the robustness of ILUC. We integrate two symmetry-preserving pivoting strategies, the diagonal pivoting and the Bunch-Kanfman pivoting, into ILUC without significant overheads. The performances of the pivoting methods are compared with ILUC and ILUTP ([20]) on a set of problems, including a few arising from saddle-point (KKT) problems.

Original languageEnglish (US)
Pages (from-to)75-85
Number of pages11
JournalElectronic Transactions on Numerical Analysis
Volume20
StatePublished - Dec 1 2005

Keywords

  • Bunch-Kaufman pivoting
  • Crout factorization
  • Diagonal pivoting
  • ILU
  • ILU with threshold
  • ILUC
  • Incomplete LU factorization
  • Iterative methods
  • Preconditioning
  • Sparse Gaussian elimination
  • Sparse symmetric matrices

Fingerprint Dive into the research topics of 'Crout versions of ilu factorization with pivoting for sparse symmetric matrices'. Together they form a unique fingerprint.

Cite this