A new stabilization strategy for incomplete LU preconditioning of indefinite matrices

  • Authors:
  • Li Wang;Jun Zhang

  • Affiliations:
  • Department of Computer Science, Laboratory for High Performance Scientific Computing and Computer Simulation, University of Kentucky, 773 Anderson Hall, Lexington, KY;Department of Computer Science, Laboratory for High Performance Scientific Computing and Computer Simulation, University of Kentucky, 773 Anderson Hall, Lexington, KY

  • Venue:
  • Applied Mathematics and Computation
  • Year:
  • 2003

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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.