Incomplete LU factorization: Difference between revisions

Content deleted Content added
No edit summary
Line 30:
* <math> L,U </math> are zero outside of the sparsity pattern: <math> L_{ij}=U_{ij}=0 \quad \forall \; (i,j) \notin S </math>
* <math> R \in \R^{n \times n} </math> is zero within the sparsity pattern: <math> R_{ij}=0 \quad \forall \; (i,j) \in S </math>
is called an '''incomplete LU decomposition''' (w.r.t.with respect to the sparsity pattern <math> S </math>).
 
The sparsity pattern of ''L'' and ''U'' is often chosen to be the same as the sparsity pattern of the original matrix ''A''. If the underlying matrix structure can be referenced by pointers instead of copied, the only extra memory required is for the entries of ''L'' and ''U''. This preconditioner is called ILU(0).