# Incomplete LU factorization - ILU

(Difference between revisions)
 Revision as of 02:30, 15 September 2005 (view source)Zxaar (Talk | contribs)← Older edit Revision as of 06:21, 3 October 2005 (view source)Zxaar (Talk | contribs) Newer edit → Line 23: Line 23: == Reference == == Reference == '''Tony F. Chan and Hank A. Van Der Vorst''' , "Approaximate and Incomplete Factorizations" '''Tony F. Chan and Hank A. Van Der Vorst''' , "Approaximate and Incomplete Factorizations" + + + ---- + Return to [[Numerical methods | Numerical Methods]]

## Algorithm ILU

Algorithm for computing ILU 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)$\in$S then
e := dai,r;
ai,r := e ;
for j := (r+1) step 1 until n do
if ( (i,j)$\in$S ) and ( (r,j)$\in$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. The same algorithm could be applied to full matrix A.

## Reference

Tony F. Chan and Hank A. Van Der Vorst , "Approaximate and Incomplete Factorizations"