On the choice of preconditioner for minimum residual methods for non-Hermitian matrices
We consider the solution of left preconditioned linear systems P- 1Cx=P-1c, where P,CECn×n are non-Hermitian, cECn, 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...
| Main Authors: | , |
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| Format: | Journal article |
| Language: | English |
| Published: |
2013
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| Summary: | We consider the solution of left preconditioned linear systems P- 1Cx=P-1c, where P,CECn×n are non-Hermitian, cECn, 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. © 2013 Elsevier B.V. All rights reserved. |
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