A survey of some estimates of eigenvalues and condition numbers for certain preconditioned matrices (Q1360170): Difference between revisions
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Latest revision as of 11:50, 30 July 2024
scientific article
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English | A survey of some estimates of eigenvalues and condition numbers for certain preconditioned matrices |
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A survey of some estimates of eigenvalues and condition numbers for certain preconditioned matrices (English)
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20 April 1998
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The authors survey results on bounds for the spectrum of symmetric matrices that are preconditioned by variants of the incomplete factorization method. Both their earlier results and some related ones are presented in a unified way with purely algebraic proofs. Some results are extended to obtain bounds on individual eigenvalues and on the condition number. The power of the results is demonstrated on applications to matrices arising from discretization of elliptic boundary value problems and a discussion is included that the condition number of the preconditioned discrete Laplacian is of the order \(O(h^{-1})\).
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preconditioning
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eigenvalue bounds
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Laplace equation
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incomplete factorization method
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condition number
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