A Class of Preconditioners for Large Indefinite Linear Systems, as by-product of Krylov subspace Methods: Part I

Giovanni Fasano () and Massimo Roma ()
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Massimo Roma: Dipartimento di Informatica e Sistemistica "A. Ruberti", Università Sapienza Roma

No 4, Working Papers from Department of Management, Università Ca' Foscari Venezia

Abstract: We propose a class of preconditioners, which are also tailored for symmetric linear systems from linear algebra and nonconvex optimization. Our preconditioners are specifically suited for large linear systems and may be obtained as by-product of Krylov subspace solvers. Each preconditioner in our class is identified by setting the values of a pair of parameters and a scaling matrix, which are user-dependent, and may be chosen according with the structure of the problem in hand. We provide theoretical properties for our preconditioners. In particular, we show that our preconditioners both shift some eigenvalues of the system matrix to controlled values, and they tend to reduce the modulus of most of the other eigenvalues. In a companion paper we study some structural properties of our class of preconditioners, and report the results on a significant numerical experience.

Keywords: preconditioners; large indefinite linear systems; large scale nonconvex optimization; Krylov subspace methods (search for similar items in EconPapers)
JEL-codes: C44 C61 (search for similar items in EconPapers)
Date: 2011-06
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http://virgo.unive.it/wpideas/storage/2011wp4.pdf First version, 2011 (application/pdf)

Related works:
Working Paper: A Class of Preconditioners for Large Indefinite Linear Systems, as by-product of Krylov subspace Methods: Part II (2011)
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Persistent link: http://EconPapers.repec.org/RePEc:vnm:wpdman:4

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