I am looking for a software package to compute incomplete LU factorisations in parallel. Further considerations are:

  • The package must allow for arbitrary level-of-fill or threshold-based truncation. ILU(0) is not good enough.
  • The package must be "direct", i.e. based on the same recursion formulae as the exact factorisation and not on some iterative procedure. The approach by Chow and Patel is not suitable for our purposes.
  • Both multi-threaded and distributed parallelism is acceptable.

As far as I can tell, no such package seems to exist, but maybe I missed something?

  • $\begingroup$ Right off top of my head, I do not know if the second bullet point is satisfied for SuperLU, SuperLU Doc. This is quite a go-to package for iLU, so I wonder if you've taken a look at it. $\endgroup$ – Anton Menshov Aug 4 '19 at 15:04
  • $\begingroup$ Thanks for the hint. SuperLU seems to only provide a serial ILU code, however. $\endgroup$ – gTcV Aug 4 '19 at 23:56

I think PARDISO from Intel MKL should have the implementation you are looking for. According to the Preconditioners section, it allows for both ILU(0) and ILU(T). PARDISO natively offers shared-memory parallelization, and I do not believe any iterative procedure is used inside.

So, dscrilut seems to satisfy all your requirements, from the first glance.

I also recommended in the comments to look at SuperLU; however, it seems that it might offer only a serial version.

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