• Title/Summary/Keyword: ILU factorization

Search Result 6, Processing Time 0.021 seconds

PARALLEL BLOCK ILU PRECONDITIONERS FOR A BLOCK-TRIDIAGONAL M-MATRIX

  • Yun, Jae-Heon;Kim, Sang-Wook
    • Journal of the Korean Mathematical Society
    • /
    • v.36 no.1
    • /
    • pp.209-227
    • /
    • 1999
  • We propose new parallel block ILU (Incomplete LU) factorization preconditioners for a nonsymmetric block-tridiagonal M-matrix. Theoretial properties of these block preconditioners are studied to see the convergence rate of the preconditioned iterative methods, Lastly, numerical results of the right preconditioned GMRES and BiCGSTAB methods using the block ILU preconditioners are compared with those of these two iterative methods using a standard ILU preconditioner to see the effectiveness of the block ILU preconditioners.

  • PDF

CONVERGENCE OF PARALLEL MULTISPLITTING METHODS USING ILU FACTORIZATIONS

  • Yun, Jae-Heon;Oh, Se-Young;Kim, Eun-Heui
    • Journal of applied mathematics & informatics
    • /
    • v.15 no.1_2
    • /
    • pp.77-90
    • /
    • 2004
  • In this paper, we study the convergence of both relaxed multisplitting method and nonstationary two-stage multisplitting method associated with a multisplitting which is obtained from the ILU factorizations for solving a linear system whose coefficient matrix is an H-matrix. Also, parallel performance results of nonstaionary two-stage multisplitting method using ILU factorizations as inner splittings on the IBM p690 supercomputer are provided to analyze theoretical results.

HYBRID REORDERING STRATEGIES FOR ILU PRECONDITIONING OF INDEFINITE SPARSE MATRICES

  • Lee Eun-Joo;Zgang Jun
    • Journal of applied mathematics & informatics
    • /
    • v.22 no.1_2
    • /
    • pp.307-316
    • /
    • 2006
  • Incomplete LU factorization preconditioning techniques often have difficulty on indefinite sparse matrices. We present hybrid reordering strategies to deal with such matrices, which include new diagonal reorderings that are in conjunction with a symmetric nondecreasing degree algorithm. We first use the diagonal reorderings to efficiently search for entries of single element rows and columns and/or the maximum absolute value to be placed on the diagonal for computing a nonsymmetric permutation. To augment the effectiveness of the diagonal reorderings, a nondecreasing degree algorithm is applied to reduce the amount of fill-in during the ILU factorization. With the reordered matrices, we achieve a noticeable improvement in enhancing the stability of incomplete LU factorizations. Consequently, we reduce the convergence cost of the preconditioned Krylov subspace methods on solving the reordered indefinite matrices.

RECURSIVE TWO-LEVEL ILU PRECONDITIONER FOR NONSYMMETRIC M-MATRICES

  • Guessous, N.;Souhar, O.
    • Journal of applied mathematics & informatics
    • /
    • v.16 no.1_2
    • /
    • pp.19-35
    • /
    • 2004
  • We develop in this paper some preconditioners for sparse non-symmetric M-matrices, which combine a recursive two-level block I LU factorization with multigrid method, we compare these preconditioners on matrices arising from discretized convection-diffusion equations using up-wind finite difference schemes and multigrid orderings, some comparison theorems and experiment results are demonstrated.

THE EFFECT OF BLOCK RED-BLACK ORDERING ON BLOCK ILU PRECONDITIONER FOR SPARSE MATRICES

  • GUESSOUS N.;SOUHAR O.
    • Journal of applied mathematics & informatics
    • /
    • v.17 no.1_2_3
    • /
    • pp.283-296
    • /
    • 2005
  • It is well known that the ordering of the unknowns can have a significant effect on the convergence of a preconditioned iterative method and on its implementation on a parallel computer. To do so, we introduce a block red-black coloring to increase the degree of parallelism in the application of the block ILU preconditioner for solving sparse matrices, arising from convection-diffusion equations discretized using the finite difference scheme (five-point operator). We study the preconditioned PGMRES iterative method for solving these linear systems.

CONVERGENCE OF MULTI-RELAXED NONSTATIONARY MULTISPLITTING METHODS

  • Oh, Se-Young;Yun, Jae-Heon
    • Journal of applied mathematics & informatics
    • /
    • v.29 no.3_4
    • /
    • pp.753-762
    • /
    • 2011
  • Recently, Cheng et al. [3] introduced new nonstationary multisplitting methods with multi-relaxed parameters. In this paper, we first provide correct proofs for convergence results of the multi-relaxed nonstationary multisplitting method which have not been proved completely by Cheng et al., and then we provide new convergence results for the multirelaxed nonstationary two-stage multisplitting method.