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Research Report MRR99-048

Preconditioning by Incomplete Block Elimination

Lutz Grosz

Abstract: The convergence rate as well as the robustness of Krylov sub-space methods are improved by multiplying the coefficient matrix of the linear system with a preconditioner matrix M. One common approach for the construction of M bases on incomplete factorisation of the coefficient matrix. The presents presents the idea of recursive incomplete block factorisation which is more suitable for parallel computer architectures. Especially the problem of identifying sub-matrices, which are suitable for elimination, is addressed. Such a sub-matrix has to be easily invertible and has to ensure a stable factorisation. Some examples illustrate the performance of the method in practice.

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