On the Relations between ILUs and Factored Approximate Inverses

نویسندگان

  • Matthias Bollhöfer
  • Yousef Saad
چکیده

This paper discusses some relationships between Incomplete LU (ILU) factoriza-tion techniques and factored sparse approximate inverse (AINV) techniques. While ILU factorizations compute approximate LU factors of the coeecient matrix A, AINV techniques aim at building triangular matrices Z and W such that W > AZ is approximately diagonal. The paper shows that certain forms of approximate inverse techniques amount to approximately inverting the triangular factors obtained from some variants of incomplete LU factorization of the original matrix. A few useful, and already known, applications of these relationships will be overviewed.

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عنوان ژورنال:
  • SIAM J. Matrix Analysis Applications

دوره 24  شماره 

صفحات  -

تاریخ انتشار 2002