Preserving symmetry in preconditioned Krylov subspace methods

被引:18
作者
Chan, TF
Chow, E
Saad, Y
Yeung, MC
机构
[1] Univ Calif Los Angeles, Dept Math, Los Angeles, CA 90095 USA
[2] Univ Minnesota, Dept Comp Sci, Minneapolis, MN 55455 USA
[3] Univ Minnesota, Minnesota Supercomp Inst, Minneapolis, MN 55455 USA
关键词
preconditioned iterative methods; inner-products; incomplete orthogonalization;
D O I
10.1137/S1064827596311554
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
We consider the problem of solving a linear system Ax = b when A is nearly symmetric and when the system is preconditioned by a symmetric positive definite matrix M. In the symmetric case, we can recover symmetry by using M-inner products in the conjugate gradient (CG) algorithm. This idea can also be used in the nonsymmetric case, and near symmetry can be preserved similarly. Like CG, the new algorithms are mathematically equivalent to split preconditioning but do not require M to be factored. Better robustness in a specific sense can also be observed. When combined with truncated versions of iterative methods, tests show that this is more effective than the common practice of forfeiting near-symmetry altogether.
引用
收藏
页码:568 / 581
页数:14
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