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Mathematics of Computation

Published by the American Mathematical Society since 1960 (published as Mathematical Tables and other Aids to Computation 1943-1959), Mathematics of Computation is devoted to research articles of the highest quality in computational mathematics.

ISSN 1088-6842 (online) ISSN 0025-5718 (print)

The 2020 MCQ for Mathematics of Computation is 1.78.

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A framework for block ILU factorizations using block-size reduction
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by Tony F. Chan and Panayot S. Vassilevski PDF
Math. Comp. 64 (1995), 129-156 Request permission

Abstract:

We propose a block ILU factorization technique for block tridiagonal matrices that need not necessarily be M-matrices. The technique explores reduction by a coarse-vector restriction of the block size of the approximate Schur complements computed throughout the factorization process. Then on the basis of the Sherman-Morrison-Woodbury formula these are easily inverted. We prove the existence of the proposed factorization techniques in the case of (nonsymmetric, in general) M-matrices. For block tridiagonal matrices with positive definite symmetric part we show the existence of a limit version of the factorization (exact inverses of the reduced matrices are needed). The theory is illustrated with numerical tests.
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Additional Information
  • © Copyright 1995 American Mathematical Society
  • Journal: Math. Comp. 64 (1995), 129-156
  • MSC: Primary 65F30
  • DOI: https://doi.org/10.1090/S0025-5718-1995-1257575-9
  • MathSciNet review: 1257575