As advised in irc create a new track here.
I want to implement the functions of LU-decomposition and solution in module SparseExtra.
Created attachment 215 [details]
Zero Fill-in ILU (ILU(0)) in SparseExtra module.
Function solve() can be used after solving Bug 356 ( http://eigen.tuxfamily.org/bz/show_bug.cgi?id=356 )
Sorry I did not noticed this entry earlier. Actually, there is now such a ILU(0) in unsupported/src/IterativeSolvers/IncompleteLU.h. Both algorithms seems to have the same complexity but the one in IncompleteLU.h is more general since it exploits the iterator abstraction layer. It is still in unsupported because such a ILU(0) reduces the convergence more often than it increases it.