Performance comparison of preconditioned iterative methods with direct preconditioners

DOI10.14317/JAMI.2014.389MaRDI QIDQ2925901zbMATH OpenOpenAlexFDO

Authors Jae Heon Yun, Hyo Jin Lim, Kyoum Sun Kim

Publication date 29 October 2014

Published in Journal of Applied Mathematics \& Informatics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.14317/jami.2014.389

zbMATH Keywords

\(L\)-matrixaccelerated overrelaxationirreducible matrixKrylov subspace methodpreconditioned AOR methodpreconditioningtriangular preconditioner

Mathematics Subject Classification ID

Preconditioners for iterative methods (65F08) Iterative numerical methods for linear systems (65F10)

Review text

Consider the matrix \(A=I-L-U\), a decomposition of the matrix \(A\) into a diagonal, a lower- and an upper triangular part. To solve \(Ax=b\), the preconditioners \(P\) of the form \(P_l=I+\beta L\), \(P_u=I+\beta U\), or \(P_b=I+\beta(L+U)\) can be applied. Then the original and the preconditioned system can be solved by an AOR (accelerated overrelaxation) iterative method. Comparison theorems are given for the (spectral radius of the) iteration matrices of the AOR methods with and without preconditioning. A near optimal selection of the parameter \(\beta\) for the Krylov method is proposed for each of the preconditioners.

Recommendations

• Comparison theorems for a class of preconditioned AOR iterative methods
• Preconditioned Aor Iterative Methods for Linear Systems
• Comparison results of the preconditioned AOR methods for \(L\)-matrices
• A new preconditioned AOR iterative method for \(L\)-matrices
• A preconditioned AOR iterative scheme for systems of linear equations with \(L\)-matrics

Cited in

(4)

• Using Performance Profiles to Evaluate Preconditioners for Iterative Methods
• A comparison of preconditioning strategies
• Préconditionnement S.S.O.R.: Optimisation du conditionnement obtenu en fonction du parametre de relaxation
• Comparison results of the preconditioned AOR methods for \(L\)-matrices

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