Polynomial preconditioned Arnoldi with stability control
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Publication:5856683
DOI10.1137/19M1302430zbMATH Open1464.65035arXiv1806.08020OpenAlexW3119186146MaRDI QIDQ5856683FDOQ5856683
Authors: Mark Embree, Jennifer Loe, Ronald B. Morgan 
Publication date: 29 March 2021
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Abstract: Polynomial preconditioning can improve the convergence of the Arnoldi method for computing eigenvalues. Such preconditioning significantly reduces the cost of orthogonalization; for difficult problems, it can also reduce the number of matrix-vector products. Parallel computations can particularly benefit from the reduction of communication-intensive operations. The GMRES algorithm provides a simple and effective way of generating the preconditioning polynomial. For some problems high degree polynomials are especially effective, but they can lead to stability problems that must be mitigated. A two-level "double polynomial preconditioning" strategy provides an effective way to generate high-degree preconditioners.
Full work available at URL: https://arxiv.org/abs/1806.08020
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Cited In (7)
- Stability of polynomial preconditioning
- Polynomial preconditioning for the action of the matrix square root and inverse square root
- Proxy-GMRES: Preconditioning via GMRES in Polynomial Space
- Parallel matrix-free polynomial preconditioners with application to flow simulations in discrete fracture networks
- Coarsest-level improvements in multigrid for lattice QCD on large-scale computers
- GMRES algorithms over 35 years
- Parallelization of the rational Arnoldi algorithm
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