Incomplete LU factorization

Incomplete LU factorization

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

*. See Section 10.3 and further.

External links

* [http://www.cfd-online.com/Wiki/Incomplete_LU_factorization_-_ILU Incomplete LU Factorization on CFD Wiki]


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