Preconditioning highly indefinite and nonsymmetric matrices

Citation
M. Benzi et al., Preconditioning highly indefinite and nonsymmetric matrices, SIAM J SC C, 22(4), 2000, pp. 1333-1353
Citations number
41
Categorie Soggetti
Mathematics
Journal title
SIAM JOURNAL ON SCIENTIFIC COMPUTING
ISSN journal
10648275 → ACNP
Volume
22
Issue
4
Year of publication
2000
Pages
1333 - 1353
Database
ISI
SICI code
1064-8275(20001108)22:4<1333:PHIANM>2.0.ZU;2-T
Abstract
Standard preconditioners, like incomplete factorizations, perform well when the coefficient matrix is diagonally dominant, but often fail on general s parse matrices. We experiment with nonsymmetric permutations and scalings a imed at placing large entries on the diagonal in the context of preconditio ning for general sparse matrices. The permutations and scalings are those d eveloped by Olschowka and Neumaier [Linear Algebra Appl., 240 (1996), pp. 1 31-151] and by Duff and Koster [SIAM J. Matrix Anal. Appl., 20 (1999), pp. 889-901; Tech report Ral-Tr-99-030, Rutherford Appleton Laboratory, Chilton , UK, 1999]. We target highly indefinite, nonsymmetric problems that cause difficulties for preconditioned iterative solvers. Our numerical experiment s indicate that the reliability and performance of preconditioned iterative solvers are greatly enhanced by such preprocessing.