Abstract

http://ssrn.com/abstract=2037861
 
 

References (19)



 


 



A Class of Preconditioners for Large Indefinite Linear Systems, as By-Product of Krylov Subspace Methods: Part I


Giovanni Fasano


Ca Foscari University of Venice - Department of Management

Massimo Roma


University of Rome I - Department of Computer and Systems Science

July 1, 2011

Department of Management, Università Ca' Foscari Venezia Working Paper No. 4/2011

Abstract:     
We propose a class of preconditioners, which are also tailored for symmetric linear systems from linear algebra and nonconvex optimization. Our preconditioners are specifically suited for large linear systems and may be obtained as by-product of Krylov subspace solvers. Each preconditioner in our class is identified by setting the values of a pair of parameters and a scaling matrix, which are user-dependent, and may be chosen according with the structure of the problem in hand. We provide theoretical properties for our preconditioners. In particular, we show that our preconditioners both shift some eigenvalues of the system matrix to controlled values, and they tend to reduce the modulus of most of the other eigenvalues. In a companion paper we study some structural properties of our class of preconditioners, and report the results on a significant numerical experience.

Number of Pages in PDF File: 18

Keywords: preconditioners, large indefinite linear systems, large scale nonconvex optimization, Krylov subspace methods

JEL Classification: C44, C61

working papers series





Download This Paper

Date posted: April 10, 2012 ; Last revised: October 1, 2012

Suggested Citation

Fasano, Giovanni and Roma, Massimo, A Class of Preconditioners for Large Indefinite Linear Systems, as By-Product of Krylov Subspace Methods: Part I (July 1, 2011). Department of Management, Università Ca' Foscari Venezia Working Paper No. 4/2011. Available at SSRN: http://ssrn.com/abstract=2037861 or http://dx.doi.org/10.2139/ssrn.2037861

Contact Information

Giovanni Fasano (Contact Author)
Ca Foscari University of Venice - Department of Management ( email )
San Giobbe, Cannaregio 873
Venice, 30121
Italy
Massimo Roma
University of Rome I - Department of Computer and Systems Science ( email )
Via Buonarroti 12
00185 Roma
Italy
Feedback to SSRN


Paper statistics
Abstract Views: 175
Downloads: 4
References:  19

© 2014 Social Science Electronic Publishing, Inc. All Rights Reserved.  FAQ   Terms of Use   Privacy Policy   Copyright   Contact Us
This page was processed by apollo4 in 0.391 seconds