Incomplete LU factorization

This is an old revision of this page, as edited by Salih (talk | contribs) at 18:27, 12 January 2010 (authorlink). The present address (URL) is a permanent link to this revision, which may differ significantly from the current revision.

In numerical analysis, a field within mathematics, an incomplete LU factorization of a matrix is a sparse approximation of the LU factorization. Incomplete LU factorization are often used as a preconditioner.

References

  • Saad, Yousef (1996), Iterative methods for sparse linear systems (1st ed.), Boston: PWS, ISBN 978-0-534-94776-7. See Section 10.3 and further.