RILU preconditioning; a computational study (Q1196830)

The relaxed incomplete LU-factorization (RILU), as proposed by \textit{O. Axelsson} and \textit{G. Lindskog} [Numer. Math. 48, 479-498 and 499-523 (1986; Zbl 0564.65016 and Zbl 0564.65017)], is applied to the numerical solution of some boundary value problems for the equation \[ \nabla\cdot (K(x,y)\nabla u(x,y))=f(x,y) \] with a piecewise constant \(K\). RILU preconditioning in combination with the conjugate gradient method is applied to finite difference discretizations. The outcome of some numerical experiments is discussed in terms of eigenvalues, stability, efficiency and stability with respect to the relaxation parameter.