Incremental incomplete LU factorizations with applications

Caterina Calgaro, Jean Paul Chehab, Yousef Saad

Research output: Contribution to journalArticlepeer-review

14 Scopus citations

Abstract

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.

Original languageEnglish (US)
Pages (from-to)811-837
Number of pages27
JournalNumerical Linear Algebra with Applications
Volume17
Issue number5
DOIs
StatePublished - Oct 2010

Keywords

  • Incomplete LU factorization
  • Incremental LU
  • Preconditioning

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