Crout versions of ILU factorization with pivoting for sparse symmetric matrices
N. A. Li, Yousef El-Mabruk Saad · 2004
Abstract. The Crout variant of ILU preconditioner (ILUC) developed recently has been shown to be generally advantageous over ILU with Threshold (ILUT), a conventional row-based ILU preconditioner. This paper explores pivoting strategies for sparse symmetric matrices to improve the robustness of ILUC. We integrate two symmetrypreserving pivoting strategies, the diagonal pivoting and the Bunch-Kaufman pivoting, into ILUC without significant overheads. The performances of the pivoting methods are compared with ILUC and ILUTP ([20]) on a set of problems, including a few arising from saddle-point (KKT) problems.