A new stabilization strategy for incomplete LU preconditioning of indefinite matrices

Li Wang, Jun Zhang

Research output: Contribution to journalArticlepeer-review

2 Scopus citations

Abstract

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.

Original languageEnglish
Pages (from-to)75-87
Number of pages13
JournalApplied Mathematics and Computation
Volume144
Issue number1
DOIs
StatePublished - Nov 20 2003

Bibliographical note

Funding 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.

Keywords

  • Incomplete LU factorization
  • Preconditioning
  • Shifted incomplete factorization
  • Sparse matrix

ASJC Scopus subject areas

  • Computational Mathematics
  • Applied Mathematics

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