Projection preconditioning for Lanczos-type methods
- Belarusian State Univ., Minsk (Belarus)
We show how auxiliary subspaces and related projectors may be used for preconditioning nonsymmetric system of linear equations. It is shown that preconditioned in such a way (or projected) system is better conditioned than original system (at least if the coefficient matrix of the system to be solved is symmetrizable). Two approaches for solving projected system are outlined. The first one implies straightforward computation of the projected matrix and consequent using some direct or iterative method. The second approach is the projection preconditioning of conjugate gradient-type solver. The latter approach is developed here in context with biconjugate gradient iteration and some related Lanczos-type algorithms. Some possible particular choices of auxiliary subspaces are discussed. It is shown that one of them is equivalent to using colorings. Some results of numerical experiments are reported.
- Research Organization:
- Front Range Scientific Computations, Inc., Lakewood, CO (United States)
- OSTI ID:
- 440726
- Report Number(s):
- CONF-9604167--Vol.2; ON: DE96015307
- Country of Publication:
- United States
- Language:
- English
Similar Records
A comparative study of preconditioned Lanczos methods for nonsymmetric linear system
Hybrid Lanczos-type product methods