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 language | English (US) |
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Pages (from-to) | 75-85 |
Number of pages | 11 |
Journal | Electronic Transactions on Numerical Analysis |
Volume | 20 |
State | Published - 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