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Incomplete factorizations of type are particularly simple if
the matrix is derived from central differences on a Cartesian product grid.
As remarked above, we only have to calculate the pivots of the
factorization; other elements in the triangular factors are equal to
off-diagonal elements of
.
In the following we will assume a natural, line-by-line, ordering of the grid points.
Letting ,
be coordinates in a regular 2D grid, it is easy to see
that the pivot on grid point
is only determined by
pivots on points
and
. If there are n points on
each of m grid lines,
we get the following generating relations for the pivots:
Conversely, we can describe the factorization algorithmically as
In the above we have assumed that the variables in the problem
are ordered according to the so-called ``natural ordering'': a
sequential numbering of the grid lines and the points within each grid
line. Below we will encounter different orderings of the variables.