Feature request: Incomplete LU decomposition

[Nils Vu]

The incomplete LU decomposition is a very common strategy to approximately invert sparse matrices, e.g. to use them as preconditioner for iterative linear solvers. I think routines to compute ILU decompositions with configurable fill-in could be a valuable addition to Blaze. Has there been any work in this direction, or do plans exist to add this feature?

A very detailed explanation of ILU methods, including algorithms, can be found in Section 10.3 of Y. Saad, Iterative Methods for Sparse Linear Systems (2003): https://www-users.cse.umn.edu/~saad/IterMethBook_2ndEd.pdf. Also the PETSc documentation on ILU preconditioning can be useful to understand commonly-used options for ILU decompositions.

[Nils Vu]

The feature I am proposing is essentially the IncompleteLUT class in Eigen.

[Klaus Iglberger]

Hi Nils!

Thanks for your proposal. So far we have not done any work in that direction, but we agree that this would be a very valuable addition to Blaze. We will consider it as one of the next additions and as soon as we can again invest a lot of time into Blaze. Thanks again (also for the references),

Best regards,

Klaus!

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