On truncated incomplete decompositions. (English) Zbl 0687.65026
A new truncated incomplete decomposition method for constant coefficient matrices is derived. This method improves the smoothing and preconditioning properties of standard ILU-decompositions. Some theoretical results concerning stability and convergence for the new algorithm are presented. Numerical results are also given.
Reviewer: S.Filippi
MSC:
| 65F05 | Direct numerical methods for linear systems and matrix inversion |
| 65N22 | Numerical solution of discretized equations for boundary value problems involving PDEs |
| 15A23 | Factorization of matrices |
Keywords:
multigrid method; truncated incomplete decomposition; smoothing; preconditioning; ILU-decompositions; stability; convergence; Numerical resultsReferences:
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