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A Class of Preconditioners for Large Indefinite Linear Systems, as By-Product of Krylov Subspace Methods: Part IIGiovanni FasanoCa Foscari University of Venice - Department of Management Massimo RomaUniversity of Rome I - Department of Computer and Systems Science July 1, 2011 Department of Management, Università Ca' Foscari Venezia Working Paper No. 5/2011 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).
Number of Pages in PDF File: 31 Keywords: pre conditioners, large indefinite linear systems, large scale non convex optimization, Krylov subspace methods JEL Classification: C44, C61 working papers seriesDate posted: April 10, 2012 ; Last revised: October 1, 2012Suggested Citation |
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