On the Robustness of ILU Smoothing

Abstract

In the present paper, a detailed analysis of a multigrid method with an ILU smoother applied to a singularly perturbed problem is given. Based on the analysis of a simple anisotropic model problem, a variant of the usual incomplete LU factorization is introduced, which is especially suited as robust smoother. For this variant a detailed analysis and a proof of robustness is given. Furthermore, some contradictions between the smoothing rates predicted by local Fourier analysis and the practically observed convergence factors are explained (see [W. Hackbusch, Multi-grid Methods and Applications, Springer-Verlag, Berlin, Heidelberg, 1985; R. Kettler, “Analysis and comparison of relaxation schemes in robust multi-grid and preconditioned conjugate gradient methods,” in Multi-grid Methods, Lecture Notes in Math. 960, Springer-Verlag, Berlin, 1982; C. A. Thole, Beitrage zur Fourieranalyse von Mehrgitterver fahren, Diplomarbeit, Universitat Bonn, 1983]. The theoretical results are confirmed by numerical tests.