2005•Numerical Linear Algebra with ApplicationsRequires access

ILUCP: a Crout ILU preconditioner with pivoting

Jan Mayer

Abstract

We introduce a new preconditioner, ILUCP, to be used with an iterative method for solving sparse linear systems. It is based on an incomplete LU factorization combining Crout's formulation of Gaussian elimination with pivoting by columns. It is usually faster than ILUTP, which is based on a delayed update version of Gaussian elimination with pivoting, but requires more memory. For applications where memory is not a primary concern, ILUCP can be an attractive alternative to ILUTP. Copyright © 2005 John Wiley & Sons, Ltd.

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Key concepts: Preconditioner, Gaussian elimination, Incomplete LU factorization, Factorization, Linear system, Gaussian, Mathematics, LU decomposition