Subspace-by-subspace preconditioners for structured linear systems
✍ Scribed by Michel J. Daydé; Jérôme P. Décamps; Nicholas I. M. Gould
- Publisher
- John Wiley and Sons
- Year
- 1999
- Tongue
- English
- Weight
- 263 KB
- Volume
- 6
- Category
- Article
- ISSN
- 1070-5325
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✦ Synopsis
We consider the iterative solution of symmetric positive-definite linear systems whose coefficient matrix may be expressed as the outer product of low-rank terms. We derive suitable preconditioners for such systems, and demonstrate their effectiveness on a number of test examples. We also consider combining these methods with existing techniques to cope with the commonly-occuring case where the coefficient matrix is the linear sum of elements, some of which are of very low rank.
📜 SIMILAR VOLUMES
In this paper we consider the problem of approximating the solution of infinite linear systems, finitely expressed by a sparse coefficient matrix. We analyse an algorithm based on Krylov subspace methods embedded in an adaptive enlargement scheme. The management of the algorithm is not trivial, due