Multilevel preconditioners constructed from inverse-based ILUs

被引:94
作者
Bollhöfer, M
Saad, Y
机构
[1] Tech Univ Berlin, Dept Math, D-10623 Berlin, Germany
[2] Univ Minnesota, Dept Comp Sci & Engn, Minneapolis, MN 55455 USA
关键词
incomplete LU decompositions; ILU; preconditioning; multilevel ILU; approximate inverse; algebraic multilevel method; iterative solver;
D O I
10.1137/040608374
中图分类号
O29 [应用数学];
学科分类号
070104 [应用数学];
摘要
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.
引用
收藏
页码:1627 / 1650
页数:24
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