An efficient method for constructing an ILU preconditioner for solving large sparse nonsymmetric linear systems by the GMRES method (Q1827264)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | An efficient method for constructing an ILU preconditioner for solving large sparse nonsymmetric linear systems by the GMRES method |
scientific article |
Statements
An efficient method for constructing an ILU preconditioner for solving large sparse nonsymmetric linear systems by the GMRES method (English)
0 references
6 August 2004
0 references
An incomplete LU decompositions (ILU) of a sparse \(n \times n\) matrix \(A\) is an LU decomposition which neglects entries not contained in a set \(P \subset \{1, \dots, n\} \times \{1, \dots, n\}\) during the elimination process. This limits the fill-in in the triangular factors \(L\) and \(U\) and may drastically reduce the computational requirements compared to a complete LU decomposition. Although an ILU itself does not admit the accurate solution of a system of linear equations, it is often successfully used as a preconditioner in iterative methods, such as GMRES or BiCG. The authors consider sets \(P\) that are determined by the generic nonzero pattern of the matrix \(A+A^2+\cdots A^m\), giving rise to ILU(\(m\)). It is proposed to use the Floyd-Warshall algorithm for constructing \(P\). Some numerical experiments illustrate the preconditioning capabilities of ILU(\(m\)) in combination with GMRES. However, there are no numerical comparisons to other ILU preconditioners, such as the very similar ILU(\(p\)) described in \textit{Y. Saad}'s book [Iterative methods for sparse linear systems (2nd ed., SIAM, Philadelphia) (2003; Zbl 1031.65046)].
0 references
ILU
0 references
preconditioning
0 references
GMRES
0 references
Krylov subspace
0 references
Boolean matrix
0 references
incomplete LU decompositions
0 references
sparse matrix
0 references
iterative methods
0 references
Floyd-Warshall algorithm
0 references
numerical experiments
0 references