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-   -   Incomplete LU decomposition for positive defined matrices (http://www.cfd-online.com/Forums/main/81641-incomplete-lu-decomposition-positive-defined-matrices.html)

abelme November 2, 2010 10:56

Incomplete LU decomposition for positive defined matrices
 
Hello everyone,

I have a "basic" question about the Incomplete LU decomposition for positive defined matrices:

Does this decomposition keep the property of the starting matrice? (I meen are the Incomplete L and U matrices positive defined in this case?).

I could do a small exemple by hand but I miss an hypothesys to prouve if it works or not for every positive defined matrice.


Thx,
AB


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