Preconditioning projection methods for solving algebraic linear systems

DOI10.1023/A:1019192926247MaRDI QIDQ1817786zbMATH OpenOpenAlexFDO

Authors Ubaldo M. García-Palomares

Publication date 7 June 2000

Published in Numerical Algorithms (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1019192926247

zbMATH Keywords

conjugate gradient methodconsistent linear systempreconditioning projection methodsprojection aggregation methodsystem of linear inequalities

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Numerical computation of matrix norms, conditioning, scaling (65F35) Numerical mathematical programming methods (65K05) Linear programming (90C05)

Review text

The author devises a method for finding appropriate parameters for an \(n\times n\) matrix \(M\) through a link with the conjugate gradient method and a sequence of \(m\times 1\) vectors \(\{u_i\}_{i=1}^\infty\) to improve the convergence of the projection aggregation method for solving a consistent linear system of \(n\) variables and \(m\) equations \((m\geq n)\). It is found that the applications of these results to a hard \(3D\) partial differential equations are highly promising. Finally the method is adapted to the solution of a system of linear inequalities.

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