Constraint preconditioning for indefinite linear systems

被引:269
作者
Keller, C
Gould, NIM
Wathen, AJ
机构
[1] Univ Oxford, Comp Lab, Oxford OX1 3QD, England
[2] Rutherford Appleton Lab, Didcot OX11 0QX, Oxon, England
关键词
preconditioning; indefinite matrices; Krylov subspace methods;
D O I
10.1137/S0895479899351805
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
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 x 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.
引用
收藏
页码:1300 / 1317
页数:18
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