Abstract
This paper analyzes dropping strategies in a multilevel incomplete LU decomposition context and presents a few strategies for obtaining related ILUs with enhanced robustness. The analysis shows that the incomplete LU factorization resulting from dropping small entries in Gaussian elimination produces a good preconditioner when the inverses of these factors have norms that are not too large. As a consequence a few strategies are developed whose goal is to achieve this feature. A number of "templates" for enabling implementations of these factorizations are presented. Numerical experiments show that the resulting ILUs offer a good compromise between robustness and efficiency.
Original language | English (US) |
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Pages (from-to) | 1627-1650 |
Number of pages | 24 |
Journal | SIAM Journal on Scientific Computing |
Volume | 27 |
Issue number | 5 |
DOIs | |
State | Published - 2006 |
Keywords
- Algebraic multilevel method
- Approximate inverse
- ILU
- Incomplete LU decompositions
- Iterative solver
- Multilevel ILU
- Preconditioning