Incomplete LU factorization - ILU
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== Algorithm ILU == | == Algorithm ILU == | ||
| - | Algorithm for computing | + | Algorithm for computing LU for a n by n matrix A is given by <br> |
for r:= 1 step 1 until n-1 do | for r:= 1 step 1 until n-1 do | ||
Revision as of 04:38, 14 September 2005
Algorithm ILU
Algorithm for computing LU for a n by n matrix A is given by
for r:= 1 step 1 until n-1 do
d := 1/ arr
for i := (r+1) step 1 until n do
if (i,r)
S then
e := dai,r;
ai,r := e ;
for j := (r+1) step 1 until n do
if ( (i,j)S ) and ( (r,j)S ) then
ai,j := ai,j - e ar,j
end if
end (j-loop)
end if
end (i-loop)
end (r-loop)
Here S represents the set of elements of matrix A.
Reference
Tony F. Chan and Hank A. Van Der Vorst , Approaximate and Incomplete Factorizations
