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Incomplete LU factorization

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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 is 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.
 

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