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On truncated incomplete decompositions

  • Preconditioned Conjugate Gradient Methods
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Abstract

In the present paper we introduce truncated incomplete decompositions (TrILU) for constant coefficient matrices. This new ILU variant saves most of the memory and work usually needed to compute and store the factorization. Further it improves the smoothing and preconditioning properties of standard ILU-decompositions. Besides describing the algorithm, we give theoretical results concerning stability and convergence as well as the smoothing property and robustness for TrILU smoothing in a multi-grid method. Further, we add numerical results of TrILU as smoother in a multi-grid method and as preconditioner in a pcg-method fully confirming the theoretical results.

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This work was supported by Deutsche Forschungsgemeinschaft.

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Wittum, G., Liebau, F. On truncated incomplete decompositions. BIT 29, 719–740 (1989). https://doi.org/10.1007/BF01932742

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  • DOI: https://doi.org/10.1007/BF01932742

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