ANZIAM J. 46(E) ppC394--C408, 2005.
Computing the preconditioner for the Schur complement
K. Moriya | T. Nodera |
Abstract
The Newton scheme is used to construct an approximate inverse preconditioner for the Schur complement. However, this scheme is very expensive because of the computation cost of the matrix-matrix product. In this paper, the computation cost of the Newton scheme is reduced by implementing the preconditioner implicitly using the matrix-vector product. We also show that such an implementation is less expensive than computing the preconditioner explicitly.
Download to your computer
- Click here for the PDF article (203 kbytes) We suggest printing 2up.
- Click here for its BiBTeX record
Authors
- K. Moriya
- Dept. of Information and Integrated Tech., Aoyama Gakuin University, Japan. mailto:moriya@it.aoyama.ac.jp
- T. Nodera
- Dept. of Math., Keio University, Japan. mailto: nodera@math.keio.ac.jp
Published May 23, 2005. ISSN 1446-8735
References
- G. Shulz. Iterative Berechnung der Reziproken Matrix, Z. Angew. Math. Mech., 13: 57--59, 1933.
- A. S. Householder. The Theory of Matrices in Numerical Analysis, Dover, New York, 1964.
- A. Ben-Israel and D. Cohen. On Iterative Computation of Generalized Inverses and Associated Projections, SIAM J. Numer. Anal., 3: 410--419, 1966.
- Y. Saad and M. H. Schultz. GMRES: A Generalized Minimal Residual Algorithm for Solving Nonsymmetric Linear Systems, SIAM J. Sci. Stat. Comput., 7: 856--869, 1986.
- W. Schonauer. Scientific Computing on Vector Computers, North Holland, 1987.
- V. Pan and R. Schreiber. An Improved Newton Iteration for the Generalized Inverse of a Matrix with Applications, SIAM J. Sci. Stat. Comp., 12(5): 1109--1130, 1991.
- Y. Saad. Iterative Methods for Sparse Linear Systems, PWS Publishing Company, Boston, 1996.
- T. Huckel. Approximate Sparsity Patterns for the Inverse of a Matrix and Preconditioning, Appl. Numer. Math., 30: 291--303, 1999.
- X. C. Cai and D. E. Keyes. Nonlinearly Preconditioned Inexact Newton Algorithms, SIAM J. Sci. Comput., 41(1): 183--200, 2002.
- University of Florida Sparse Matrix Collection. [Online] http://www.cise.ufl.edu/research/sparse/matrices.