Multistep matrix splitting iteration preconditioning for singular linear systems

被引:1
作者
Morikuni, Keiichi [1 ]
机构
[1] Univ Tsukuba, Fac Engn Informat & Syst, Div Informat Engn, 1-1-1 Tennodai, Tsukuba, Ibaraki 3058573, Japan
关键词
Preconditioning; Inner-outer iteration; GMRES method; Flexible GMRES method; Matrix splitting iterations; Singular linear system; KRYLOV SUBSPACE METHODS; SADDLE-POINT PROBLEMS; SEMI-CONVERGENCE; HSS METHOD; LEAST-SQUARES; GMRES; SEMICONVERGENCE; EQUATIONS; SOR; ALGORITHM;
D O I
10.1007/s11075-017-0330-0
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
Multistep matrix splitting iterations serve as preconditioning for Krylov subspace methods for solving singular linear systems. The preconditioner is applied to the generalized minimal residual (GMRES) method and the flexible GMRES (FGMRES) method. We present theoretical and practical justifications for using this approach. Numerical experiments show that the multistep generalized shifted splitting (GSS) and Hermitian and skew-Hermitian splitting (HSS) iteration preconditioning are more robust and efficient compared to standard preconditioners for some test problems of large sparse singular linear systems.
引用
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页码:457 / 475
页数:19
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