Factorised preconditionings of successive approximations in finite precision (Q5952349)

The paper aims at an efficient iterative solution of \(Ax=y\) with a nonsingular matrix \(A\) that is (i) dense, (ii) noncontractive, and (iii) ill-conditioned is required. To this end the equivalent system \(x=(A+P)^{-1}Px+(A+P)^{-1}y\) is used where \(P\) is an appropriate nonsingular matrix. It is assumed that a factorization \(A=VTV^T\) with a nice matrix \(T\) or at least a reasonable approximation exists. An analysis of the convergence properties is performed. Numerical examples refer to Hankel matrices and to an example on acoustic scattering by a rigid body.