Linear equation solution

The preconditioning method to the basic iterative algorithm is a Incomplete Lower Upper factorization method. As this is not a direct solver, it is used within an iterative refinement loop, in which the exact solution is calculated with iteration.

The system of equations can be written symbolically as:

  • A is the coefficient matrix.
  • x is the solution vector (e.g. the U, V, W. P, H, k, ρνΦ).
  • b is the coefficient vector.

Solving this iteratively, one starts with an approximate solution, xn, that is to be improved by a correction, x' to yield a better solution, xn+1, i.e.,

where

  • x' is a solution of the following equation:
  • r is the the residual given as:

The approximate iterative solver is used to solve the Ax' = rn.