Incomplete LU factorization
In numerical analysis, a field within mathematics, an incomplete LU factorization of a matrix is an sparse approximation of the LU factorization. Incomplete LU factorization is often used as a preconditioner.
References
- Saad, Yousef (1996), Iterative methods for sparse linear systems (1st ed.), Boston: PWS, ISBN 978-0-534-94776-7 . See Section 10.3 and further.
External links
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