Subspace-by-subspace preconditioners for structured linear systems

Citation
Mj. Dayde et al., Subspace-by-subspace preconditioners for structured linear systems, NUM LIN ALG, 6(3), 1999, pp. 213-234
Citations number
20
Categorie Soggetti
Mathematics
Journal title
NUMERICAL LINEAR ALGEBRA WITH APPLICATIONS
ISSN journal
10705325 → ACNP
Volume
6
Issue
3
Year of publication
1999
Pages
213 - 234
Database
ISI
SICI code
1070-5325(199904/05)6:3<213:SPFSLS>2.0.ZU;2-X
Abstract
We consider the iterative solution of symmetric positive-definite linear sy stems whose coefficient matrix may be expressed as the outer product of low -rank terms. We derive suitable preconditioners for such systems, and demon strate their effectiveness on a number of test examples. We also consider c ombining these methods with existing techniques to cope with the commonly-o ccuring case where the coefficient matrix is the linear sum of elements, so me of which are of very low rank. Copyright (C) 1999 John Wiley & Sons, Ltd .