New Post: MILU(0) preconditioner

I wrote a milu(0) preconditioner which is a lot faster than your incomplete LU implementation and can reduce the number of iterations considerably (compared to standard ilu(0)).

Feel free to include it in your project: MILU0-TestProject.rar

Some benchmarks:

fidap004.mtx: 1601x1601 (31837 nz)
        Milu0   IncompleteLU
Init :      *          964ms
Solve:      *          312ms

fidap007.mtx: 1633x1633 (46570 nz)
        Milu0   IncompleteLU
Init :    5ms         1458ms
Solve:    2ms          322ms

fidap011.mtx: 16614x16614 (1091362 nz)
        Milu0   IncompleteLU
Init :  246ms       345174ms
Solve:   48ms        38161ms

utm1700a.mtx: 1700x1700 (21313 nz)
        Milu0   IncompleteLU
Init :    1ms          564ms
Solve:    0ms          305ms

utm5940.mtx: 5940x5940 (83842 nz)
        Milu0   IncompleteLU
Init :    6ms         7730ms
Solve:    3ms         3825ms

* = Error: Zero pivot encountered on row 24 during ILU process

The error is conforming to what Matlab does. Though your IncompleteLU works just fine for this matrix, I wonder if it does anything good regarding iteration speed!?

Cheers,
Chris