IDEAS home Printed from https://ideas.repec.org/p/vnm/wpdman/5.html
   My bibliography  Save this paper

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

Author

Listed:
  • Giovanni Fasano

    () (Department of Management, Università Ca' Foscari Venezia)

  • Massimo Roma

    () (Dipartimento di Informatica e Sistemistica "A. Ruberti", Università Sapienza Roma)

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).

Suggested Citation

  • Giovanni Fasano & Massimo Roma, 2011. "A Class of Preconditioners for Large Indefinite Linear Systems, as by-product of Krylov subspace Methods: Part II," Working Papers 5, Department of Management, Università Ca' Foscari Venezia.
  • Handle: RePEc:vnm:wpdman:5
    as

    Download full text from publisher

    File URL: http://virgo.unive.it/wpideas/storage/2011wp5.pdf
    File Function: First version, 2011
    Download Restriction: no

    Other versions of this item:

    References listed on IDEAS

    as
    1. Giovanni Fasano & Massimo Roma, 2011. "A Class of Preconditioners for Large Indefinite Linear Systems, as by-product of Krylov subspace Methods: Part II," Working Papers 5, Department of Management, Università Ca' Foscari Venezia.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Giovanni Fasano & Massimo Roma, 2011. "A Class of Preconditioners for Large Indefinite Linear Systems, as by-product of Krylov subspace Methods: Part I," Working Papers 4, Department of Management, Università Ca' Foscari Venezia.

    More about this item

    Keywords

    preconditioners; large indefinite linear systems; large scale nonconvex optimization; Krylov subspace methods;

    JEL classification:

    • C44 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Operations Research; Statistical Decision Theory
    • C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis

    NEP fields

    This paper has been announced in the following NEP Reports:

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:vnm:wpdman:5. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Marco LiCalzi). General contact details of provider: http://edirc.repec.org/data/mdvenit.html .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.