Constraint Preconditioning for Indefinite Linear Systems

Constraint Preconditioning for Indefinite Linear Systems
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DOI:
10.1137/s0895479899351805
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发表时间:
2000-03
期刊:
SIAM J. Matrix Anal. Appl.
影响因子:
--
通讯作者:
Carsten Keller;N. Gould;A. Wathen
Carsten Keller;N. Gould;A. Wathen
中科院分区:
其他
文献类型:
--
作者:
Carsten Keller;N. Gould;A. Wathen

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研究了为不定线性方程组的数值解寻找好的预条件子的问题。特别强调的预条件子,有一个2 × 2的块结构,并纳入(1,2)和(2,1)块的原始矩阵。给出了预条件矩阵及其最小多项式的特征向量的谱和形式。这些结果的后果被认为是各种Krylov子空间方法。数值实验验证了这些结论。
The problem of finding good preconditioners for the numerical solution of indefinite linear systems is considered. Special emphasis is put on preconditioners that have a 2 × 2 block structure and that incorporate the (1,2) and (2,1) blocks of the original matrix. Results concerning the spectrum and form of the eigenvectors of the preconditioned matrix and its minimum polynomial are given. The consequences of these results are considered for a variety of Krylov subspace methods. Numerical experiments validate these conclusions.