On the stability of the incomplete LU-factorizations and characterizations of H-matrices
An \(n\times n\) real matrix \(A= [a_{i,j}]\) is an M-matrix if \(a_{i,i}\geq 0\), if \(a_{i,j}\leq 0\) for all \(i\neq j\), and if \(A^{- 1}\geq 0\). The comparison matrix \({\mathcal M}(A)= [\alpha_{i, j}]\) of an arbitrary \(n\times n\) complex matrix \(A= [a_{i, j}]\) is defined by \(\alpha_{i, j}:= | a_{i, j}|\) if \(i= j\) and \(\alpha_{ij}:= -| a_{i, j}|\) if \(i\neq j\). An \(n\times n\) complex matrix \(A\) is an H-matrix iff \({\mathcal M}(A)\) is an M-matrix. The computational stability of incomplete LU-factorizations of H-matrices is investigated. The main results: The incomplete LU-factorization of an H-matrix \(A\) is at least as stable as the incomplete LU-factorization of its comparison matrix \({\mathcal M}(A)\). The incomplete LU-factorization of an H-matrix \(A\) is at least as stable as the complete LU-factorization of its comparison matrix \({\mathcal M}(A)\) without pivoting. If \(A\) is a Hermitian H-matrix and the Cholesky method is applied then an incomplete \(\text{LL}^*\)-factorization for \(A\) is at least as stable as the incomplete factorization of \({\mathcal M}(A)\). If \(A\) is a Hermitian H- matrix and \(A\) is symmetric then the incomplete \(\text{LL}^*\)- factorization of \(A\) is at least as stable as Cholesky's method applied to \({\mathcal M}(A)\). Some new characteristics of H-matrices in connection with their incomplete LU-factorizations are given.
- Convergence behaviors of multisplitting methods with \(K+1\) relaxed parameters
- Stable LU factorization of H-matrices
- Improved SOR method with orderings and direct methods
- Convergence of two-stage iterative methods using incomplete factorization.
- Block ILU factorization preconditioners for a block-tridiagonal \(H\)-matrix
- Convergence of parallel multisplitting methods using ILU factorizations.
- Convergence of two-stage and multisplitting methods using various types of splittings
- Convergence of multisplitting method for a symmetric positive definite matrix
- Parallel relaxed multisplitting methods for a symmetric positive definite matrix
- Semiconvergence of parallel multisplitting methods for symmetric positive semidefinite linear systems.
- On the Strong Componentwise Stability and H-Matrices
- Basic Lul Factorization And Improved Iterative Method With Orderings
- Stability and Fast Algorithms of Incomplete LU Factorization with Zero‐Fill for Nine‐Diagonal Matrices
- Convergence of nonstationary multisplitting methods using ILU factorizations
- scientific article; zbMATH DE number 4186991 (Why is no real title available?)
- Some conditions for existence and stability of relaxed incomplete LU factorizations
- Limited-memory LDL\(^{\top}\) factorization of symmetric quasi-definite matrices with application to constrained optimization
- Multisplitting preconditioners for a symmetric positive definite matrix
- A stable method for the incomplete factorization of H-matrices
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