On the stability of relaxed incomplete factorizations

Authors:
A. M. Bruaset, A. Tveito and R. Winther

Journal:
Math. Comp. **54** (1990), 701-719

MSC:
Primary 65F10; Secondary 15A23, 65N20

DOI:
https://doi.org/10.1090/S0025-5718-1990-0993924-X

MathSciNet review:
993924

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Abstract: When solving large linear systems of equations arising from the discretization of elliptic boundary value problems, a combination of iterative methods and preconditioners based on incomplete LU factorizations is frequently used. Given a model problem with variable coefficients, we investigate a class of incomplete LU factorizations depending on a relaxation parameter. We show that the associated preconditioner and the factorization itself both are numerically stable. The theoretical results are complemented by numerical experiments.

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Additional Information

DOI:
https://doi.org/10.1090/S0025-5718-1990-0993924-X

Article copyright:
© Copyright 1990
American Mathematical Society