A two-level iterative scheme for general sparse linear systems based on approximate skew-symmetrizers
Abstract
We propose a two-level iterative scheme for solving general sparse linear systems. The proposed scheme consists of a sparse preconditioner that increases the skew-symmetric part and makes the main diagonal of the coefficient matrix as close to the identity as possible. The preconditioned system is then solved via a particular Minimal Residual Method for Shifted Skew-Symmetric Systems (mrs). This leads to a two-level (inner and outer) iterative scheme where the mrs has short term recurrences and satisfies an optimally condition. A preconditioner for the inner system is designed via a skew-symmetry preserving deflation strategy based on the skew-Lanczos process. We demonstrate the robustness of the proposed scheme on sparse matrices from various applications.
Cite
@article{arxiv.2009.06954,
title = {A two-level iterative scheme for general sparse linear systems based on approximate skew-symmetrizers},
author = {Murat Manguoglu and Volker Mehrmann},
journal= {arXiv preprint arXiv:2009.06954},
year = {2020}
}