An estimation of the condition number for a class of indefinite preconditioned matrices

Giovanni Fasano () and Massimo Roma ()
Additional contact information
Massimo Roma: Department of Computer, Control and Management Engineering, Universita' degli Studi di Roma "La Sapienza"

No 2015-01, DIAG Technical Reports from Department of Computer, Control and Management Engineering, Universita' degli Studi di Roma "La Sapienza"

Abstract: We propose a class of preconditioners for symmetric linear systems arising from numerical analysis and nonconvex optimization frameworks. Our preconditioners are specifically suited for large indefinite linear systems and may be obtained as by-product of Krylov-subspace solvers, as well as by applying L-BFGS updates. Moreover, our proposal is also suited for the solution of a sequence of linear systems, say Ax = bi or Aix = bi, where respectively the right-hand side changes or the system matrix slightly changes, too. Each preconditioner in our class is identified by setting the values of a parameter and two scaling matrices, which are user-dependent, and may be chosen according to the structure of the problem in hand. We specifically focus here on studying the condition number of the preconditioned matrix, where the preconditioner belongs to our class.

Keywords: Preconditioners; large indefinite linear systems; large scale nonconvex optimization; Krylov-subspace methods (search for similar items in EconPapers)
Date: 2015
References: View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://www.dis.uniroma1.it/~bibdis/RePEc/aeg/report/2015-01.pdf First version, 2015 (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:aeg:report:2015-01

Access Statistics for this paper

More papers in DIAG Technical Reports from Department of Computer, Control and Management Engineering, Universita' degli Studi di Roma "La Sapienza" Contact information at EDIRC.
Bibliographic data for series maintained by Antonietta Angelica Zucconi ( this e-mail address is bad, please contact ).