Performance of Crout ILU Decomposition Using Inverse of Triangular Matrix

Abstract

  We consider to enhance performance of Crout version of incomplete LU decomposition (ILU) for Krylov subspace iterative method using inverse of triangular matrix by means of diagonal compensation. Moreover, we consider also to improve stability of the iterative method. Through numerical experiments, we verify that the proposed Crout ILU decomposition with diagonal compensation works well as compared with the original ILUC decomposition and inverse-based ILUC decomposition as preconditioning.