Spectral ordering techniques for incomplete LU preconditoners for CG methods

Abstract

The effectiveness of an incomplete LU (ILU) factorization as a preconditioner for the conjugate gradient method can be highly dependent on the ordering of the matrix rows during its creation. Detailed justification for two heuristics commonly used in matrix ordering for anisotropic problems is given. The bandwidth reduction and weak connection following heuristics are implemented through an ordering method based on eigenvector computations. This spectral ordering is shown to be a good representation of the heuristics. Analysis and test cases in two and three dimensional diffusion problems demonstrate when ordering is important, and when an ILU decomposition will be ordering insensitive. The applicability of the heuristics is thus evaluated and placed on a more rigorous footing.