Incomplete factorization methods and its application

MaRDI QIDQ2780432zbMATH OpenFDO

Authors M. E. Eksarevskaya, A. V. Eksarevskij

Publication date 9 March 2003

Published in Vestnik Voronezhskogo Gosudarstvennogo Universiteta. Seriya Fizika, Matematika (Search for Journal in Brave)

zbMATH Keywords

finite difference methodincomplete factorization methodsLU-decompositionparabolic boundary value problempreconditioning

Mathematics Subject Classification ID

Initial-boundary value problems for second-order parabolic equations (35K20) Iterative numerical methods for linear systems (65F10) Numerical computation of matrix norms, conditioning, scaling (65F35) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06)

Review text

Estimates of the LU-decomposition elements for a matrix, arising from the discretization of a model parabolic boundary value problem, are given. Incomplete factorization methods are used to solve such kind of boundary value problems. Estimates of the accurace of the approximation of a original matrix by a preconditioner are obtained.

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(14)

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• Improved Balanced Incomplete Factorization
• Incremental incomplete LU factorizations with applications
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