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block_diag_ilu is a C++ implementation of an incomplete LU factorization.

Project description

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block_diag_ilu is an open source C++ single header-file implementeation of an incomplete LU decomposition routine suitable for diagonally dominant (square) block diagonal matrices with sub- and super diagonals of small magnitude. It is useful for preconditioning linear systems. The usecase in mind is for integrating discretized PDEs of mixed chemical kinetics / diffusion problems where the diffusion process may be accurately considered a mild perturbation.

A picture is woth a thousant words, so if your matrix looks anything like this:

Diagnoally dominant block diagonal matrix with sub- and super-diagnoals

its LU decomposition then looks like this:

LU decomposition of same matrix

then block_diag_ilu should be able to save quite a bit of time when solving linear systems approximately, e.g. for preconditioning.

Conditional compilation

The following macros affect the compilation:

Macro name

Action (when defined)

Default

NDEBUG

use std::unique_ptr instead of std::vector as underlying data structure.

undefined

WITH_BLOCK_DIAG_ILU_DGETRF

Use unblocked (parallell) internal implementation of LAPACK’s dgetrf (uses OpenMP)

undefined

License

The source code is Open Source and is released under the very permissive “simplified (2-clause) BSD license”. See LICENSE.txt for further details.

Contributors are welcome to suggest improvements at https://github.com/chemreac/block_diag_ilu

Author

Björn Dahlgren, contact:
  • gmail adress: bjodah

  • kth.se adress: bda

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block_diag_ilu-0.1.1.tar.gz (123.4 kB view hashes)

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