An extension of the I + Smax preconditioner for the Gauss-Seidel method

A preconditioning technique based on the application of a fixed but arbitrary number of I + Smax steps is proposed. A reduction of the spectral radius of the Gauss-Seidel iteration matrix is theoretically analyzed for diagonally dominant Z-matrices. In particular, it is shown that after a finite...

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Main Authors: Isnardo Arenas, Paul Castillo, Xuerong Yong
Format: Article
Language:Spanish
Published: Universidad Industrial de Santander 2013-06-01
Series:Revista Integración
Subjects:
Online Access:http://revistas.uis.edu.co/index.php/revistaintegracion/article/view/3361/3535
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author Isnardo Arenas
Paul Castillo
Xuerong Yong
author_facet Isnardo Arenas
Paul Castillo
Xuerong Yong
author_sort Isnardo Arenas
collection DOAJ
description A preconditioning technique based on the application of a fixed but arbitrary number of I + Smax steps is proposed. A reduction of the spectral radius of the Gauss-Seidel iteration matrix is theoretically analyzed for diagonally dominant Z-matrices. In particular, it is shown that after a finite number of steps this matrix reduces to null matrix. To illustrate the performance of the proposed technique numerical experiments on a wide variety of matrices are presented. Point and block versions of the preconditioner are numerically studied. Resumen. Se propone una técnica de precondicionamiento para el método de Gauss-Seidel basada en la aplicación de una cantidad de pasos arbitrarios pero fijos del precondicionador I +Smax. Se analiza de manera teórica la reducción del radio espectral de la matriz de iteración del método de Gauss-Seidel para Z-matrices diagonalmente dominantes. En particular, se demuestra que después de un número finito de pasos esta matriz se reduce a una matriz nula. Para ilustrar la eficacia de la técnica propuesta se presentan experimentos numéricos para una amplia variedad de matrices. Se estudian numéricamente versiones puntuales y de bloques del precondicionador.
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spelling doaj.art-41ad4609352943ee9f9bc76e4c9ba9962022-12-22T00:27:07ZspaUniversidad Industrial de SantanderRevista Integración0120-419X2145-84722013-06-01311114An extension of the I + Smax preconditioner for the Gauss-Seidel methodIsnardo Arenas0 Paul Castillo1Xuerong Yong2University of Puerto RicoUniversity of Puerto RicoUniversity of Puerto RicoA preconditioning technique based on the application of a fixed but arbitrary number of I + Smax steps is proposed. A reduction of the spectral radius of the Gauss-Seidel iteration matrix is theoretically analyzed for diagonally dominant Z-matrices. In particular, it is shown that after a finite number of steps this matrix reduces to null matrix. To illustrate the performance of the proposed technique numerical experiments on a wide variety of matrices are presented. Point and block versions of the preconditioner are numerically studied. Resumen. Se propone una técnica de precondicionamiento para el método de Gauss-Seidel basada en la aplicación de una cantidad de pasos arbitrarios pero fijos del precondicionador I +Smax. Se analiza de manera teórica la reducción del radio espectral de la matriz de iteración del método de Gauss-Seidel para Z-matrices diagonalmente dominantes. En particular, se demuestra que después de un número finito de pasos esta matriz se reduce a una matriz nula. Para ilustrar la eficacia de la técnica propuesta se presentan experimentos numéricos para una amplia variedad de matrices. Se estudian numéricamente versiones puntuales y de bloques del precondicionador.http://revistas.uis.edu.co/index.php/revistaintegracion/article/view/3361/3535PreconditioningGauss-Seidel methodregular splittingpoint and block preconditionersPrecondicionamientométodo Gauss-Seideldescomposiciones regularesprecondicionadores de punto y bloque
spellingShingle Isnardo Arenas
Paul Castillo
Xuerong Yong
An extension of the I + Smax preconditioner for the Gauss-Seidel method
Revista Integración
Preconditioning
Gauss-Seidel method
regular splitting
point and block preconditioners
Precondicionamiento
método Gauss-Seidel
descomposiciones regulares
precondicionadores de punto y bloque
title An extension of the I + Smax preconditioner for the Gauss-Seidel method
title_full An extension of the I + Smax preconditioner for the Gauss-Seidel method
title_fullStr An extension of the I + Smax preconditioner for the Gauss-Seidel method
title_full_unstemmed An extension of the I + Smax preconditioner for the Gauss-Seidel method
title_short An extension of the I + Smax preconditioner for the Gauss-Seidel method
title_sort extension of the i smax preconditioner for the gauss seidel method
topic Preconditioning
Gauss-Seidel method
regular splitting
point and block preconditioners
Precondicionamiento
método Gauss-Seidel
descomposiciones regulares
precondicionadores de punto y bloque
url http://revistas.uis.edu.co/index.php/revistaintegracion/article/view/3361/3535
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