Parallel Newton-Chebyshev Polynomial Preconditioners for the Conjugate Gradient method
Numerical Analysis
2020-11-30 v2 Numerical Analysis
Abstract
In this note we exploit polynomial preconditioners for the Conjugate Gradient method to solve large symmetric positive definite linear systems in a parallel environment. We put in connection a specialized Newton method to solve the matrix equation X^{-1} = A and the Chebyshev polynomials for preconditioning. We propose a simple modification of one parameter which avoids clustering of extremal eigenvalues in order to speed-up convergence. We provide results on very large matrices (up to 8 billion unknowns) in a parallel environment showing the efficiency of the proposed class of preconditioners.
Cite
@article{arxiv.2008.01440,
title = {Parallel Newton-Chebyshev Polynomial Preconditioners for the Conjugate Gradient method},
author = {Luca Bergamaschi and Angeles Martinez},
journal= {arXiv preprint arXiv:2008.01440},
year = {2020}
}