Sparse approximate-inverse preconditioners using norm-minimization techniques

被引:58
作者
Gould, NIM [1 ]
Scott, JA [1 ]
机构
[1] Rutherford Appleton Lab, Dept Computat & Informat, Atlas Ctr, Didcot OX11 0QX, Oxon, England
关键词
iterative methods; unsymmetric systems; preconditioners; sparse approximate inverses;
D O I
10.1137/S1064827595288425
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
We investigate the use of sparse approximate-inverse preconditioners for the iterative solution of unsymmetric linear systems of equations. We consider the approximations proposed by Cosgrove, Diaz, and Griewank [Internat. J. Comput. Math., 44 (1992), pp. 91-110] and Huckle and Grote [A New Approach to Parallel Preconditioning with Sparse Approximate Inverses, Tech. report SCCM-94-03, Stanford University, 1994] which are based on norm-minimization techniques. Such methods are of particular interest because of the considerable scope for parallelization. We propose a number of enhancements which may improve their performance. When run in a sequential environment, these methods can perform unfavorably when compared with other techniques. However, they can be successful when other methods fail and simulations indicate that they can be competitive when considered in a parallel environment.
引用
收藏
页码:605 / 625
页数:21
相关论文
共 22 条
[1]  
Barrett R., 1994, Templates for the Solution of Linear Systems: Building Blocks for Iterative Methods, V2nd ed.
[2]  
Benson MW., 1982, Utilitas Math, V22, P127
[3]  
BENZI M, 1995, 653 AC SCI CZECH REP
[4]  
BJORCK A, 1989, HDB NUMERICAL ANAL, V1
[5]  
CHOW E, 1994, 94101 UMSI
[6]   APPROXIMATE INVERSE PRECONDITIONINGS FOR SPARSE LINEAR-SYSTEMS [J].
COSGROVE, JDF ;
DIAZ, JC ;
GRIEWANK, A .
INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS, 1992, 44 (1-4) :91-110
[7]   REORTHOGONALIZATION AND STABLE ALGORITHMS FOR UPDATING GRAM-SCHMIDT QR FACTORIZATION [J].
DANIEL, JW ;
GRAGG, WB ;
KAUFMAN, L ;
STEWART, GW .
MATHEMATICS OF COMPUTATION, 1976, 30 (136) :772-795
[8]  
DAVIS T, 1994, NA DIGEST OCT, V94
[9]  
DEDONCKER E, 1995, SIAM PROC S, P472
[10]   DECAY-RATES FOR INVERSES OF BAND MATRICES [J].
DEMKO, S ;
MOSS, WF ;
SMITH, PW .
MATHEMATICS OF COMPUTATION, 1984, 43 (168) :491-499