Absolute value preconditioning for symmetric indefinite linear systems

DOI10.1137/120886686MaRDI QIDQ5300114zbMATH OpenOpenAlexWikidataFDO

Authors Eugene Vecharynski, Andrew Knyazev

Publication date 26 June 2013

Published in SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1104.4530

zbMATH Keywords

linear systemmatrix absolute valuemultigridpolar decompositionpolynomial filteringpreconditioned minimal residual methodpreconditioning

Mathematics Subject Classification ID

Linear equations (linear algebraic aspects) (15A06) Preconditioners for iterative methods (65F08) Iterative numerical methods for linear systems (65F10) Numerical solution of discretized equations for boundary value problems involving PDEs (65N22) Multigrid methods; domain decomposition for boundary value problems involving PDEs (65N55)

Abstract: We introduce a novel strategy for constructing symmetric positive definite (SPD) preconditioners for linear systems with symmetric indefinite matrices. The strategy, called absolute value preconditioning, is motivated by the observation that the preconditioned minimal residual method with the inverse of the absolute value of the matrix as a preconditioner converges to the exact solution of the system in at most two steps. Neither the exact absolute value of the matrix nor its exact inverse are computationally feasible to construct in general. However, we provide a practical example of an SPD preconditioner that is based on the suggested approach. In this example we consider a model problem with a shifted discrete negative Laplacian, and suggest a geometric multigrid (MG) preconditioner, where the inverse of the matrix absolute value appears only on the coarse grid, while operations on finer grids are based on the Laplacian. Our numerical tests demonstrate practical effectiveness of the new MG preconditioner, which leads to a robust iterative scheme with minimalist memory requirements.

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