ILUS: An incomplete LU preconditioner in sparse skyline format

Abstract

Incomplete LU factorizations are among the most effective preconditioners for solving general large, sparse linear systems arising from practical engineering problems. This paper shows how an ILU factorization may be easily computed in sparse skyline storage format, as opposed to traditional row-by-row schemes. This organization of the factorization has many advantages, including its amenability when the original matrix is in skyline format, the ability to dynamically monitor the stability of the factorization and the fact that factorizations may be produced with symmetric structure. Numerical results are presented for Galerkin finite element matrices arising from the standard square lid-driven cavity problem. © 1997 John Wiley & Sons, Ltd.