# Incomplete LU factorization - ILU

(Difference between revisions)
 Revision as of 08:12, 14 September 2005 (view source)Zxaar (Talk | contribs)← Older edit Revision as of 02:30, 15 September 2005 (view source)Zxaar (Talk | contribs) Newer edit → Line 1: Line 1: == Algorithm ILU == == Algorithm ILU == - Algorithm for computing ILU for a n by n matrix A is given by
+ Algorithm for computing ILU for a '''n''' by '''n''' matrix '''A''' is given by
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## 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