Crout Versions of the Ilu Factorization with Pivoting for Sparse Symmetric Matrices

نویسنده

  • YOUSEF SAAD
چکیده

The Crout variant of ILU preconditioner (ILUC) developed recently has been shown to have a number of advantages over ILUT, the conventional row-based ILU preconditioner [14]. This paper explores pivoting strategies for sparse symmetric matrices to improve the robustness of ILUC. This paper shows how to integrate two symmetry-preserving pivoting strategies, the diagonal pivoting and the Bunch-Kaufman pivoting, into ILUC without significantly overheads. The performances of the pivoting methods are compared with ILUC and ILUTP ([17]) on a set of problems, including a few arising from saddlepoint (KKT) problems.

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تاریخ انتشار 2004