A new preconditioner ILUCP is introduced to be used with an iterative method for solving sparse linear systems. It is based on an incomplete LU factorization combining Crout’s formulation of Gaussian elimination with pivoting by columns. It is usually faster than ILUTP, which is based on a delayed update version of Gaussian elimination with pivoting, but requires more memory. For applications where the memory is not a primary concern, ILUCP can be an attractive alternative to ILUTP. In the paper, algorithms for ILU-type preconditioners are recalled to pave the way for the ILUCP algorithm. Dozens of test matrices are used to show the ILUCP (and its modification) performance versus the ILUTP performance.
Reviewer: Jan Chleboun (Praha)