A framework for block ILU factorizations using block-size reduction

Tony F. Chan, Panayot S. Vassilevski
1995 Mathematics of Computation  
We propose a block ILU factorization technique for block tridiagonal matrices that need not necessarily be M-matrices. The technique explores reduction by a coarse-vector restriction of the block size of the approximate Schur complements computed throughout the factorization process. Then on the basis of the Sherman-Morrison-Woodbury formula these are easily inverted. We prove the existence of the proposed factorization techniques in the case of (nonsymmetric, in general) M-matrices. For block
more » ... ridiagonal matrices with positive definite symmetric part we show the existence of a limit version of the factorization (exact inverses of the reduced matrices are needed). The theory is illustrated with numerical tests.
doi:10.1090/s0025-5718-1995-1257575-9 fatcat:lcyasduovfcsnczb346luh3gpm