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SIAM J. Sci. Comput. 34, pp. A48-A75 (28 pages)
Modification and Compensation Strategies for Threshold-based Incomplete Factorizations
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Add to FacebookStandard (single-level) incomplete factorization preconditioners are known to successfully accelerate Krylov subspace iterations for many linear systems. The classical modified incomplete LU (MILU) factorization approach improves the acceleration given by (standard) ILU approaches, by modifying the nonunit diagonal in the factorization to match the action of the system matrix on a given vector, typically the constant vector. Here, we examine the role of similar modifications within the dual-threshold ILUT algorithm. We introduce column and row variants of the modified ILUT algorithm and discuss optimal ways of modifying the columns or rows of the computed factors to improve their accuracy and stability. Modifications are considered for both the diagonal and off-diagonal entries of the factors, based on one or many vectors, chosen a priori or through an Arnoldi iteration. Numerical results are presented to support our findings.
© 2012 Society for Industrial and Applied Mathematics
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Received May 23, 2011
Accepted September 23, 2011
Published online January 31, 2012
Accepted September 23, 2011
Published online January 31, 2012
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