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Modification and compensation strategies for threshold-based incomplete factorizations. (English) Zbl 1241.65032

Summary: Standard (single-level) incomplete factorization preconditioners are known to successfully accelerate Krylov subspace iterations for many linear systems. The classical modified incomplete LU (MILU) factorization approach improves the acceleration given by (standard) ILU approaches, by modifying the nonunit diagonal in the factorization to match the action of the system matrix on a given vector, typically the constant vector. Here, we examine the role of similar modifications within the dual-threshold ILUT algorithm. We introduce column and row variants of the modified ILUT algorithm and discuss optimal ways of modifying the columns or rows of the computed factors to improve their accuracy and stability. Modifications are considered for both the diagonal and off-diagonal entries of the factors, based on one or many vectors, chosen a priori or through an Arnoldi iteration. Numerical results are presented to support our findings.

MSC:

65F08 Preconditioners for iterative methods
65N22 Numerical solution of discretized equations for boundary value problems involving PDEs
65Y20 Complexity and performance of numerical algorithms
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