Subspace-by-subspace preconditioners for structured linear systems

DOI10.1002/(SICI)1099-1506(199904/05)6:3%3C213::AID-NLA161%3E3.0.CO;2-VMaRDI QIDQ2760354zbMATH OpenFDO

Authors Michel J. Daydé, Jérôme P. Décamps, Nicholas I. M. Gould

Publication date 19 December 2001

Published in Numerical Linear Algebra with Applications (Search for Journal in Brave)

Full work available at URL http://cds.cern.ch/record/351506

zbMATH Keywords

efficiencyelement-by-element preconditionersiterative methodsleast squaresnumerical experimentspreconditioned conjugate gradientsparse structured linear systemssymmetric positive definite

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10) Numerical computation of matrix norms, conditioning, scaling (65F35) Computational methods for sparse matrices (65F50) Complexity and performance of numerical algorithms (65Y20)

Review text

Preconditioners for \(n\) by \(n\) real symmetric positive definite linear systems of equations \(Ax=b\) are constructed under the assumption \(A=\sum _{i=1}^e E_i\), each element \(E_i\) is positive semi-definite. First, element-by-element (EBE) preconditioners are reminded, see, e.g., \textit{T.~J.~R. Hughes, I.~Levit} and \textit{J.~Winget} [Comput. Methods Appl. Mech. Eng. 36, 241-254 (1983; Zbl 0501.73069)]. These are based on a special approximate decomposition of \(E_i\) (the Winget decomposition, see the cited paper). Focusing on non-zero rows and columns of \(E_i\) as well as on an efficient implementation and elaborating the EBE approach, the authors propose a subspace-by-subspace (SBS) preconditioner. The idea is further applied to the case \(E_i=A_i^{\text{T}}A_i\), where \(A_i\) is an \(n\) by \(n_i\) real matrix. To cope with systems, where \(E_i\) can be of very low rank, a combination of these methods with existing techniques is considered. The half of the paper deals with numerical experiments. Problems based on various matrices are solved. Different preconditioners an different settings of the SBS preconditiner are tested. Results are presented in numerous tables and discussed from the point of view of efficiency.

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Cites work

• scientific article; zbMATH DE number 3671573 (Why is no real title available?)
• Methods of conjugate gradients for solving linear systems

Cited in

(3)

• Substructured preconditioners for a class of nonsymmetric structured systems of linear equations
• scientific article; zbMATH DE number 1946827 (Why is no real title available?)
• Substructure preconditioners for a class of structured linear systems of equations

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• SPARSE-QR

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