On the choice of preconditioner for minimum residual methods for non-Hermitian matrices

• Autores: Jennifer Pestaña, Andrew J. Wathen
• Localización: Journal of computational and applied mathematics, ISSN 0377-0427, Vol. 249, Nº 1, 2013, págs. 57-68
• Idioma: inglés
• DOI: 10.1016/j.cam.2013.02.020
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• Resumen

  • We consider the solution of left preconditioned linear systems P.1Cx = P.1c, where P, C �¸ Cn�~n are non-Hermitian, c �¸ Cn, and C, P, and P.1C are diagonalisable with spectra symmetric about the real line. We prove that, when P and C are self-adjoint with respect to the same Hermitian sesquilinear form, the convergence of a minimum residual method in a particular nonstandard inner product applied to the preconditioned linear system is bounded by a term that depends only on the spectrum of P.1C. The inner product is related to the spectral decomposition of P. When P is self-adjoint with respect to a nearby Hermitian sesquilinear form to C, the convergence of a minimum residual method in this nonstandard inner product applied to the preconditioned linear system is bounded by a term involving the eigenvalues of P.1C and a constant factor. The size of this factor is related to the nearness of the Hermitian sesquilinear forms. Numerical experiments indicate that for certain matrices eigenvalue-dependent convergence is observed both for the nonstandard method and for standard GMRES.