Preconditioners for nonsymmetric linear systems with low-rank skew-symmetric part (Q1643846)

This paper deals with a system of linear equations \(Ax=b\) with large sparse matrix of order \(n\). Let \(A=H+K\) be the symmetric/skew-symmetric splitting of \(A\). The authors consider that the skew-symmetric part \(K=\frac12(A-A^T)\) can be approximated by a low-rank matrix. In particular \(K=FCF^T +E\), where \(F\) is of full column rank, \(C\) is a skew-symmetric invertible matrix of order \(s\) (\(s\) is even, \(s\ll n\)), and \(E\) is of sufficiently small norm. The original system \(Ax=b\) can be then rewritten in an equivalent form \[ \left[\begin{array}{cc}H+E&F\\F^T&-C^{-1}\end{array}\right] \left[\begin{array}{c}x\\y\end{array}\right] = \left[\begin{array}{c}b\\0\end{array}\right]. \] The preconditioner is then obtained via an approximate LU factorizaton of the block matrix of this new problem. The core of the approximate LU is the incomplete LU (ILU) of the symmetric matrix \(H\). The authors provide a detailed analysis of properties of the preconditioner that is followed by several numerical experiments comparing.