Implementing an EBE Preconditioner

Carl Slack

Hi,

Having read Saad's "Iterative Methods" and Netlibs "Templates", I'm still unclear on how to implement an Incomplete Lower Upper factorization on an element-by-element basis to precondition (M) a sparse linear system (A).

I'd found coded examples on how to preform an ILU(0) factorization for a general nxn matix. However, I'm not sure how to implement this for iterative methods requiring:

solve w from M*w=A, or w=M^(-1)*v, for example.

How can this be done without assembling a global matrix for the preconditioner M, or then finding the global matrix inverse?

Any help would be much appreciated. Thanks in advance!

-CS