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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