Spilu is a Scilab toolbox which provides preconditioners based on Incomplete LU
(ILU) factorizations.
This module is based on a set of Fortran routines from the Sparskit
module by Yousef Saaf.
More specifically, this module provides some of the preconditioners
from the ITSOL sub-module of Sparskit.
The preconditioners which are provided in this toolbox may be used
in preconditioned iterative algorithms for solving sparse linear systems
of equations.
According to Y. Saad, "roughly speaking, a preconditioner is any form of
implicit or explicit modification of
an original linear system which makes it easier to solve by a given iterative
method."
Examples of preconditioned iterative algorithms are the Generalized Minimum
Residual Method (GMRES)
or the Preconditioned Conjugate Gradient (PCG).
Hence, the Spilu toolbox is the companion of the Imsls toolbox, which
provides these iterative methods.
Features
--------
* spilu_ilut: Incomplete LU factorization with dual Truncation strategy
* spilu_ilutp: ilut with column Pivoting
* spilu_ilud: ILU with single dropping and diagonal compensation
* spilu_iludp: ILUD with column Pivoting
* spilu_iluk: level-k ILU
* spilu_ilu0: simple ILU(0) preconditioning
* spilu_milu0: MILU(0) preconditioning
Support
* spilu_getpath — Returns the path to the current module.
* spilu_ilu0M — ILU(0) preconditioning (macro).
* spilu_ilukM — ILU preconditioning with level of fill-in of k (macro).
* spilu_permVecToMat — Convert a permutation vector into matrix.
Benchmark
* spilu_iluhub — A generic hub for various incomplete LU algorithms.
* spilu_iluhubavail — Returns the available algorithms.
* spilu_iluhubparname — Returns the name of a ILU parameter, given the
index.
Graphics
* spilu_iludplot — Plots the sensitivity of ILUD for A.
* spilu_iludpplot — Plots the sensitivity of ILUDP for A.
* spilu_ilukplot — Plots the sensitivity of ILUK for A.
* spilu_ilutplot — Plots the sensitivity of ILUT for A.
* spilu_ilutpplot — Plots the sensitivity of ILUT for A.
* spilu_plotparameter — Plots the sensitivity of a decomposition algorithm.