NAME

       ilut - incomplete LU factorization preconditionner (rheolef-7.2)

SYNOPSIS

           solver pa = ilut(a);

DESCRIPTION

       ilut is a function that returns the dual threshold incomplete LU factorization
       preconditionner of its argument as a solver(4). The method is described in

           Yousef Saad,
           ILUT: a dual threshold incomplete LU factorization,
           Numer. Lin. Algebra Appl., 1(4), pp 387-402, 1994.

OPTIONS

       During the factorization, two dropping rules are used and ilut supports two options:

       drop_tol (float)

            Any element whose magnitude is less than some tolerance is dropped. This tolerance is
           obtained by multiplying the option tolerance drop_tol by the average magnitude of all
           the original elements in the current row. By default, drop_tol is 1000*epsilon where
           epsilon is the machine precision associated to the Float_2 type.

       fill_factor (integer)

            On each row, after elimination, only the n_fillin 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 fill_factor is used to compute n_fillin: n_fillin =
           (nnz*fill_factor)/n + 1 where n is the matrix size and nnz is its total number of non-
           zero entires. With fill_factor=1, the incomplete factorization as about the same non-
           zero entries as the initial matrix. With fill_factor=n, the factorization is complete,
           up to the dropped elements. By default fill_factor=10.

EXAMPLE

       int fill_factor = 10; double drop_tol = 1e-12; solver pa = ilut (a, fill_factor,
       drop_tol);

IMPLEMENTATION

       This documentation has been generated from file linalg/lib/ilut.h

AUTHOR

       Pierre  Saramito  <Pierre.Saramito@imag.fr>

COPYRIGHT

       Copyright   (C)  2000-2018  Pierre  Saramito  <Pierre.Saramito@imag.fr> GPLv3+: GNU GPL
       version 3 or later  <http://gnu.org/licenses/gpl.html>.  This  is  free  software:  you
       are free to change and redistribute it.  There is NO WARRANTY, to the extent permitted by
       law.