Factorised preconditionings of successive approximations in finite precision
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.
- Preconditioning with direct approximate factoring of the inverse
- Factorized sparse approximate inverses for preconditioning
- scientific article; zbMATH DE number 572208
- A New Preconditioner that Exploits Low-Rank Approximations to Factorization Error
- Factorization-based sparse solvers and preconditioners
- The preconditioned conjugate gradient method with incomplete factorization preconditioners
- scientific article; zbMATH DE number 434785
- scientific article; zbMATH DE number 5759390
- Preconditioners for least squares problems by LU factorization
- Polynomial preconditioners based on factorized sparse approximate inverses
This page was built for publication: Factorised preconditionings of successive approximations in finite precision
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5952349)
