Abstract
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 tridiagonal 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. © 1995 American Mathematical Society.
Original language | English |
---|---|
Pages (from-to) | 129-156 |
Number of pages | 28 |
Journal | Mathematics of Computation |
Volume | 64 |
Issue number | 209 |
DOIs | |
State | Published - 1995 |
Externally published | Yes |