Solving Hermitian positive definite systems using indefinite incomplete factorizations

DOI10.1016/J.CAM.2012.11.011MaRDI QIDQ1936195zbMATH OpenOpenAlexWikidataFDO

Authors Haim Avron, Anshul Gupta, Sivan Toledo

Publication date 21 February 2013

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cam.2012.11.011

zbMATH Keywords

conjugate gradient methodsHermitian positive definite systemsincomplete factorizationsKrylov methodsLanczos methodminimal residual methodpreconditioning

Mathematics Subject Classification ID

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

Review text

An approach using the incomplete factorization with a Krylov method that can accept an indefinite preconditioner to solve Hermitian positive definite systems is presented. Incomplete \(LDL^{\ast }\) factorizations sometimes produce an indefinite preconditioner even when the input matrix is Hermitian positive definite. The two most popular iterative solvers for symmetric systems, CG and MINRES, cannot use such preconditioners; they require a positive definite preconditioner. One approach, that has been extensively studied to address this problem is to force positive definiteness by modifying the factorization process. The conventional wisdom has been that long recurrence methods (like GMRES), or alternatively non-optimal short recurrence methods (like symmetric QMR and BiCGStab) must be used if the preconditioner is indefinite. A different approach using the incomplete factorization with a Krylov method that can accept an indefinite preconditioner is examined. The performance of these methods is investigated when used with an incomplete factorization, but also a less known Krylov method called PCG-ODIR that is both optimal and uses a short recurrence and can use an indefinite preconditioner is explored. Furthermore, another optimal short recurrence method called IP-MINRES that can use an indefinite preconditioner, and a variant of PCG-ODIR, named IP-CG, that is more numerically stable and usually requires fewer iterations is proposed.

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