Version 1.2.0

Code Download

  • Single
  • Double

MI11 Unsymmetric system: incomplete LU factorization

This routine forms an incomplete LU factorization of an n × n sparse unsymmetric matrix A. No fill-in is allowed. The entries of A are stored by rows. If A has zeros on the diagonal, the routine first finds a row permutation Q which makes the matrix have nonzeros on the diagonal. The incomplete LU factorization of the permuted matrix QA is then formed. L is lower triangular and U is unit upper triangular. The incomplete factorization may be used as a preconditioner when solving the linear system Ax = b. A second entry performs the preconditioning operations

y = Pz  and  y = PTz,

where P = (LU)1Q is the preconditioner.