A two step combined preconditioning strategy is proposed to construct stable and accurate incomplete LU factorization of indefinite matrices arising from CFD applications. This preconditioning procedure is divided into two steps, each step is a factorization of a shifted matrix. Numeral experiments show that a preconditioner can be computed with high accuracy and low fill-in, and that the new strategy is robust on some difficult indefinite matrix test problems.
|Number of pages||13|
|Journal||Applied Mathematics and Computation|
|State||Published - Nov 20 2003|
Bibliographical noteFunding Information:
The research work of the authors was supported in part by the US National Science Foundation under grant nos. CCR-9902022, CCR-9988165, CCR-0092532, and ACI-0202934, in part by the US Department of Energy under grant no. DE-FG02-02ER45961, in part by the Japan Research Organization for Information Science and Technology, and in part by the University of Kentucky Research Committee.
- Incomplete LU factorization
- Shifted incomplete factorization
- Sparse matrix
ASJC Scopus subject areas
- Computational Mathematics
- Applied Mathematics