Two-level preconditioners for regularized inverse problems I: Theory

Citation
M. Hanke et Cr. Vogel, Two-level preconditioners for regularized inverse problems I: Theory, NUMER MATH, 83(3), 1999, pp. 385-402
Citations number
13
Categorie Soggetti
Mathematics
Journal title
NUMERISCHE MATHEMATIK
ISSN journal
0029599X → ACNP
Volume
83
Issue
3
Year of publication
1999
Pages
385 - 402
Database
ISI
SICI code
0029-599X(199909)83:3<385:TPFRIP>2.0.ZU;2-O
Abstract
We compare additive and multiplicative Schwarz preconditioners for the iter ative solution of regularized linear inverse problems, extending and comple menting earlier results of Hackbusch, King, and Rieder. Our main findings a re that the classical convergence estimates are not useful in this context: rather, we observe that for regularized ill-posed problems with relevant p arameter values the additive Schwarz preconditioner significantly increases the condition number. On the other hand, the multiplicative version greatl y improves conditioning, much beyond the existing theoretical worst-case bo unds. We present a theoretical analysis to support these results, and include a b rief numerical example. More numerical examples with real applications will be given elsewhere. Mathematics Subject Classification (1991): 65N55.