The Flexible ILU Preconditioning for Solving Large Nonsymmetric Linear Systems of Equations

摘要

The ILU factorization is one of the most popular preconditioners for the Krylov subspace method, alongside the GMRES. Properties of the preconditioner derived from the ILU factorization are relayed onto the dropping rules. Recently, Zhang et al. (Numer Linear Algebra Appl 19:555-569, 2011) proposed a Flexible incomplete Cholesky (IC) factorization for symmetric linear systems. This paper is a study of the extension of the IC factorization to the nonsymmetric case. The new algorithm is called the Crout version of the flexible ILU factorization, and attempts to reduce the number of nonzero elements in the preconditioner and computation time during the GMRES iterations. Numerical results show that our approach is effective and useful.