An incomplete LU-factorization algorithm based on block bordering.

This paper suggests a new algorithm, called IBBLU, for constructing incomplete LU-factorizations of general non-singular sparse matrices. This algorithm is based on the block bordering idea and uses factorized sparse approximate inverses to approximate the inverses of pivot blocks. The triangular factors L and U are represented in explicit-implicit block form, which enhances the flop performance of the preconditioning. The algorithm suggested is theoretically justified for M- and H-matrices, and its competitiveness with the best available algebraic preconditioning methods in both symmetric and unsymmetric cases is demonstrated numerically. Copyright © 2000 John Wiley & Sons, Ltd. [ABSTRACT FROM AUTHOR]