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

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

No 5, Working Papers from Venice School of Management - Department of Management, Università Ca' Foscari Venezia

Abstract: In this paper we consider the parameter dependent class of preconditioners M(a,d,D) defined in the companion paper The latter was constructed by using information from a Krylov subspace method, adopted to solve the large symmetric linear system Ax = b. We first estimate the condition number of the preconditioned matrix M(a,d,D). Then our preconditioners, which are independent of the choice of the Krylov subspace method adopted, proved to be effective also when solving sequences of slowly changing linear systems, in unconstrained optimization and linear algebra frameworks. A numerical experience is provided to give evidence of the performance of M(a,d,D).

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)
Pages: 31 pages
Date: 2011-06
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://virgo.unive.it/wpideas/storage/2011wp5.pdf First version, 2011 (application/pdf)
Our link check indicates that this URL is bad, the error code is: 500 Can't connect to virgo.unive.it:80 (A connection attempt failed because the connected party did not properly respond after a period of time, or established connection failed because connected host has failed to respond.)

Related works:
Working Paper: A Class of Preconditioners for Large Indefinite Linear Systems, as by-product of Krylov subspace Methods: Part I (2011)
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:vnm:wpdman:5

Access Statistics for this paper

More papers in Working Papers from Venice School of Management - Department of Management, Università Ca' Foscari Venezia Contact information at EDIRC.
Bibliographic data for series maintained by Daria Arkhipova ().