Opuscula Math. 35, no. 2 (2015), 235-250
ILU preconditioning based on the FAPINV algorithm
Davod Khojasteh Salkuyeh
Abstract. A technique for computing an ILU preconditioner based on the factored approximate inverse (FAPINV) algorithm is presented. We show that this algorithm is well-defined for H-matrices. Moreover, when used in conjunction with Krylov-subspace-based iterative solvers such as the GMRES algorithm, results in reliable solvers. Numerical experiments on some test matrices are given to show the efficiency of the new ILU preconditioner.
Keywords: system of linear equations, preconditioner, FAPINV, ILU preconditioner, H-matrix, GMRES.
Mathematics Subject Classification: 65F10, 65F50.