CFD Online URL
[Sponsors]
Home > Wiki > Incomplete LU factorization - ILU

Incomplete LU factorization - ILU

From CFD-Wiki

Revision as of 10:13, 19 December 2008 by DelbaScaze (Talk | contribs)
Jump to: navigation, search

letodron

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)\inS then
e := dai,r;
ai,r := e ;
for j := (r+1) step 1 until n do
if ( (i,j)\inS ) and ( (r,j)\inS ) 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"



Return to Numerical Methods

My wiki