On the stability of relaxed incomplete πΏπ factorizations
Are Magnus Bruaset, Aslak Tveito, Ragnar Winther Β· Mathematics of Computation Β· 1990
When solving large linear systems of equations arising from the discretization of elliptic boundary value problems, a combination of iterative methods and preconditioners based on incomplete LU factorizations is frequently used. Given a model problem with variable coefficients, we investigate a class of incomplete LU factorizations depending on a relaxation parameter. We show that the associated preconditioner and the factorization itself both are numerically stable. The theoretical results are complemented by numerical experiments.