Incomplete LU factorization
Encyclopedia
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
.
Numerical analysis
Numerical analysis is the study of algorithms that use numerical approximation for the problems of mathematical analysis ....
, a field within mathematics, an incomplete LU factorization of a matrix
Matrix (mathematics)
In mathematics, a matrix is a rectangular array of numbers, symbols, or expressions. The individual items in a matrix are called its elements or entries. An example of a matrix with six elements isMatrices of the same size can be added or subtracted element by element...
is an sparse
Sparse matrix
In the subfield of numerical analysis, a sparse matrix is a matrix populated primarily with zeros . The term itself was coined by Harry M. Markowitz....
approximation of the LU factorization. Incomplete LU factorization is often used as a preconditioner
Preconditioner
In mathematics, preconditioning is a procedure of an application of a transformation, called the preconditioner, that conditions a given problem into a form that is more suitable for numerical solution. Preconditioning is typically related to reducing a condition number of the problem...
.