.TH "ilut" 5rheolef "Sat Mar 13 2021" "Version 7.1" "rheolef" \" -*- nroff -*- .ad l .nh .SH NAME ilut \- incomplete LU factorization preconditionner (rheolef-7\&.1) .SH "SYNOPSIS" .PP .PP .nf solver pa = ilut(a); .fi .PP .SH "DESCRIPTION" .PP \fCilut\fP is a function that returns the dual threshold incomplete LU factorization preconditionner of its argument as a \fBsolver(4)\fP\&. The method is described in .PP .nf Yousef Saad, ILUT: a dual threshold incomplete LU factorization, Numer. Lin. Algebra Appl., 1(4), pp 387-402, 1994. .fi .PP .SH "OPTIONS" .PP During the factorization, two dropping rules are used and \fCilut\fP supports two options: .PP \fCdrop_tol\fP (float) .PP .RS 4 Any element whose magnitude is less than some tolerance is dropped\&. This tolerance is obtained by multiplying the option tolerance \fCdrop_tol\fP by the average magnitude of all the original elements in the current row\&. By default, \fCdrop_tol\fP is \fC1000*epsilon\fP where \fCepsilon\fP is the machine precision associated to the \fBFloat_2\fP type\&. .RE .PP \fCfill_factor\fP (integer) .PP .RS 4 On each row, after elimination, only the \fCn_fillin\fP largest elements in the L part and the fill largest elements in the U part are kept, in addition to the diagonal elements\&. The option \fCfill_factor\fP is used to compute \fCn_fillin\fP: \fCn_fillin = (nnz*fill_factor)/n + 1\fP where \fCn\fP is the matrix size and \fCnnz\fP is its total number of non-zero entires\&. With \fCfill_factor=1\fP, the incomplete factorization as about the same non-zero entries as the initial matrix\&. With \fCfill_factor=n\fP, the factorization is complete, up to the dropped elements\&. By default \fCfill_factor=10\fP\&. .RE .PP .SH "EXAMPLE" .PP int fill_factor = 10; double drop_tol = 1e-12; solver pa = ilut (a, fill_factor, drop_tol); .SH "IMPLEMENTATION" .PP This documentation has been generated from file linalg/lib/ilut\&.h .SH AUTHOR Pierre Saramito .SH COPYRIGHT Copyright (C) 2000-2018 Pierre Saramito GPLv3+: GNU GPL version 3 or later . This is free software: you are free to change and redistribute it. There is NO WARRANTY, to the extent permitted by law.