Preconditioning highly indefinite and nonsymmetric matrices

被引:98
作者
Benzi, M [1 ]
Haws, JC
Tuma, M
机构
[1] Emory Univ, Dept Math & Comp Sci, Atlanta, GA 30322 USA
[2] N Carolina State Univ, Dept Math, Raleigh, NC 27695 USA
[3] Acad Sci Czech Republ, Inst Comp Sci, Prague 18207 8, Czech Republic
关键词
D O I
10.1137/S1064827599361308
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
Standard preconditioners, like incomplete factorizations, perform well when the coefficient matrix is diagonally dominant, but often fail on general sparse matrices. We experiment with nonsymmetric permutations and scalings aimed at placing large entries on the diagonal in the context of preconditioning for general sparse matrices. The permutations and scalings are those developed by Olschowka and Neumaier [Linear Algebra Appl., 240 (1996), pp. 131-151] and by Duff and Koster [SIAM J. Matrix Anal. Appl., 20 (1999), pp. 889-901; Tech report Ral-Tr-99-030, Rutherford Appleton Laboratory, Chilton, UK, 1999]. We target highly indefinite, nonsymmetric problems that cause difficulties for preconditioned iterative solvers. Our numerical experiments indicate that the reliability and performance of preconditioned iterative solvers are greatly enhanced by such preprocessing.
引用
收藏
页码:1333 / 1353
页数:21
相关论文
共 41 条
[21]  
DUFF IS, 1999, RALTR99030 RUTH APPL
[22]   MAXIMUM MATCHING AND A POLYHEDRON WITH O'1-VERTICES [J].
EDMONDS, J .
JOURNAL OF RESEARCH OF THE NATIONAL BUREAU OF STANDARDS SECTION B-MATHEMATICS AND MATHEMATICAL, 1965, B 69 (1-2) :125-+
[23]   A STABILITY ANALYSIS OF INCOMPLETE LU FACTORIZATIONS [J].
ELMAN, HC .
MATHEMATICS OF COMPUTATION, 1986, 47 (175) :191-217
[24]   A TRANSPOSE-FREE QUASI-MINIMAL RESIDUAL ALGORITHM FOR NON-HERMITIAN LINEAR-SYSTEMS [J].
FREUND, RW .
SIAM JOURNAL ON SCIENTIFIC COMPUTING, 1993, 14 (02) :470-482
[25]   Krylov methods for solving models with forward-looking variables [J].
Gilli, M ;
Pauletto, G .
JOURNAL OF ECONOMIC DYNAMICS & CONTROL, 1998, 22 (8-9) :1275-1289
[26]   Sparse approximate-inverse preconditioners using norm-minimization techniques [J].
Gould, NIM ;
Scott, JA .
SIAM JOURNAL ON SCIENTIFIC COMPUTING, 1998, 19 (02) :605-625
[27]  
GREENBAUM A, 1997, ITERATIVE METHDOS SO
[28]   Parallel preconditioning with sparse approximate inverses [J].
Grote, MJ ;
Huckle, T .
SIAM JOURNAL ON SCIENTIFIC COMPUTING, 1997, 18 (03) :838-853
[29]  
KHARCHENKO SA, 1999, ROBUST AINV TYPE PRE
[30]   FACTORIZED SPARSE APPROXIMATE INVERSE PRECONDITIONINGS .1. THEORY [J].
KOLOTILINA, LY ;
YEREMIN, AY .
SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS, 1993, 14 (01) :45-58