An inverse LU preconditioner based on the Sherman–Morrison formula

An approximate inverse LU preconditioner is constructed based on the Sherman–Morrison formula. Applying recursively that inversion formula a multiplicative decomposition of the inverse of a matrix is obtained. This recursion in compact form is the base to build the proposed preconditioner that we call V–AISM. For nonsingular M-matrices and H-matrices of the invertible class the stability of the preconditioner is proved. Numerical results show that V–AISM is robust and competitive compared with other preconditioners.