A Stability Analysis of Incomplete LU Factorizations.

Abstract

The combination of iterative methods with preconditionings based on incomplete LU factorizations constitutes an effective class of methods for solving the sparse linear systems arising from the discretization of elliptic partial differential equations. In this paper, we show that there are some settings in which the incomplete LU preconditioners are not effective, and we demonstrate that their poor performance is due to numerical instability. Our analysis consists of an analytic and numerical study of a sample two-dimensional non-self-adjoint elliptic problem discretized by several finite difference schemes. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Feb 01, 1985
Accession Number
ADA152058

Entities

People

  • H. C. Elman

Organizations

  • Yale University

Tags

Communities of Interest

  • Air Platforms

DTIC Thesaurus Topics

  • Accuracy
  • Boundaries
  • Boundary Layer
  • Coefficients
  • Computations
  • Computer Science
  • Convergence
  • Differential Equations
  • Eigenvalues
  • Equations
  • Errors
  • Inequalities
  • Linear Systems
  • Military Research
  • Partial Differential Equations
  • Polynomials
  • Quadratic Equations

Fields of Study

  • Mathematics

Readers

  • Computational Modeling and Simulation
  • Linear Algebra