English

Preconditioning complex symmetric linear systems

Numerical Analysis 2016-04-18 v3

Abstract

A new polynomial preconditioner for symmetric complex linear systems based on Hermitian and skew-Hermitian splitting (HSS) for complex symmetric linear systems is herein presented. It applies to Conjugate Orthogonal Conjugate Gradient (COCG) or Conjugate Orthogonal Conjugate Residual (COCR) iterative solvers and does not require any estimation of the spectrum of the coefficient matrix. An upper bound of the condition number of the preconditioned linear system is provided. Moreover, to reduce the computational cost, an inexact variant based on incomplete Cholesky decomposition or orthogonal polynomials is proposed. Numerical results show that the present preconditioner and its inexact variant are efficient and robust solvers for this class of linear systems. A stability analysis of the method completes the description of the preconditioner.

Keywords

Cite

@article{arxiv.1405.6297,
  title  = {Preconditioning complex symmetric linear systems},
  author = {Enrico Bertolazzi and Marco Frego},
  journal= {arXiv preprint arXiv:1405.6297},
  year   = {2016}
}

Comments

26 pages, 4 figures, 4 tables

R2 v1 2026-06-22T04:22:37.757Z