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

  • To: mathgroup at smc.vnet.net
  • Subject: [mg123287] A function to do incomplete LU decomposition with a drop tolerance?
  • From: "Nasser M. Abbasi" <nma at 12000.org>
  • Date: Wed, 30 Nov 2011 03:21:55 -0500 (EST)
  • Delivered-to: l-mathgroup@mail-archive0.wolfram.com
  • Reply-to: nma at 12000.org

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





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