• 제목/요약/키워드: incomplete LU factorization

검색결과 5건 처리시간 0.016초

A CLASS OF MULTILEVEL RECURSIVE INCOMPLETE LU PRECONDITIONING TECHNIQUES

  • Zhang, Jun
    • Journal of applied mathematics & informatics
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    • 제8권2호
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    • pp.305-326
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    • 2001
  • We introduce a class of multilevel recursive incomplete LU preconditioning techniques (RILUM) for solving general sparse matrices. This techniques is based on a recursive two by two block incomplete LU factorization on the coefficient martix. The coarse level system is constructed as an (approximate) Schur complement. A dynamic preconditioner is obtained by solving the Schur complement matrix approximately. The novelty of the proposed techniques is to solve the Schur complement matrix by a preconditioned Krylov subspace method. Such a reduction process is repeated to yield a multilevel recursive preconditioner.

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

  • Yun, Jae-Heon;Kim, Sang-Wook
    • 대한수학회지
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    • 제36권1호
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    • pp.209-227
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    • 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.

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RECURSIVE TWO-LEVEL ILU PRECONDITIONER FOR NONSYMMETRIC M-MATRICES

  • Guessous, N.;Souhar, O.
    • Journal of applied mathematics & informatics
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    • 제16권1_2호
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    • pp.19-35
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    • 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.

HYBRID REORDERING STRATEGIES FOR ILU PRECONDITIONING OF INDEFINITE SPARSE MATRICES

  • Lee Eun-Joo;Zgang Jun
    • Journal of applied mathematics & informatics
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    • 제22권1_2호
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    • pp.307-316
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    • 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.

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

  • GUESSOUS N.;SOUHAR O.
    • Journal of applied mathematics & informatics
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    • 제17권1_2_3호
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    • pp.283-296
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    • 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.