Block ILU factorization preconditioners for a block-tridiagonal \(H\)-matrix (Q1587892)

The authors propose three new block incomplete LU (BILU) factorizations for a block-tridiagonal \(H\)-matrix readily parallelizable. The construction of BILU factors is based on the element-wise LU \(\text{ILU}(k)\) factorization (incomplete LU factorization of level \(k\) of fill-in) of diagonal blocks, \(B_i=L_iU_i-R_i\). Then, in the parallel implementation, each processor evaluates the \(\text{ILU}(k)\) factorization of two blocks and approaches the other two non-diagonal blocks using inverse matrices of \(L_i\), \(U_i\) or the diagonal part of these matrices. The interest of these preconditioners lies in the reduction in CPU time owing to the elimination of the recursivity of Gaussian elimination in other ILU or BILU factorizations, even though the reduction in the number of iterations may not be significant (the best numerical result presented needs approximately half of the iterations needed with ILU(0) as preconditioner). Numerical results are presented and the authors compare preconditioners only with ILU(0). The corresponding parallel implementations are carried out on the CRAY C90.