MathGroup Archive 2011

[Date Index] [Thread Index] [Author Index]

Search the Archive

A function to do incomplete LU decomposition with a drop tolerance?


Version 8.0.4

I need to use ILU as a preconditioner for a conjugate gradient solver
I am writing in Mathematica. But looking around, I am not able to
find one in Mathematica. Only reference I found is here

http://reference.wolfram.com/mathematica/tutorial/SomeNotesOnInternalImplementation.html

Where it say in the above the following:

"For sparse arrays, LinearSolve uses UMFPACK multifrontal direct solver
methods and with Method uses Krylov iterative methods preconditioned
by an incomplete LU factorization"

But how does a user access this ILU from Mathematica?

I do have the A matrix (sparse).

Also, I see still that the Incomplete Cholesky decomposition
does not have a drop tolerance parameter. I hope in version 9
it will.

thanks,
--Nasser





  • Prev by Date: Re: problem in minimization of a matrix
  • Next by Date: Re: How to simplify ArcSin formula
  • Previous by thread: Re: How to sort elements from a two-dimensional list
  • Next by thread: Re: A function to do incomplete LU decomposition with a drop tolerance?