Numerical experiments to optimize the use of (I)LU preconditioning in the iterative linear solver package LINSOL

  • Authors:
  • Willi Schönauer;Hartmut Häfner

  • Affiliations:
  • Rechenzentrum der Universität Karlsruhe, D-76128 Karlsruhe, Germany;Rechenzentrum der Universität Karlsruhe, D-76128 Karlsruhe, Germany

  • Venue:
  • Applied Numerical Mathematics - Developments and trends in iterative methods for large systems of equations—in memoriam Rüdiger Weiss
  • Year:
  • 2002

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Abstract

In the iterative linear solver package LINSOL several generalized conjugate gradient (CG) methods (or, briefly, CG-type methods) with quite different properties are implemented. With these methods polyalgorithms with automatic method switching are constructed. The "emergency exit" that is taken in the worst case is the ATPRES method (which is very robust, but very slow). In this paper we investigate if (I)LU preconditioning were a better emergency exit and how the drop tolerance for small elements in ILU affects the convergence behavior. The answer will be: it depends.