Preconditioners for nonsymmetric linear systems with low-rank skew-symmetric part

[EN] We present a preconditioning technique for solving nonsymmetric linear systems Ax = b, where the coefficient matrix A has a skew-symmetric part that can be well approximated with a skew-symmetric low-rank matrix. The method consists of updating a preconditioner obtained from the symmetric part...

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Detalles Bibliográficos
Autores: Cerdán Soriano, Juana Mercedes, Marín Mateos-Aparicio, José|||0000-0002-7825-2836, Mas Marí, José|||0000-0002-2835-974X, Guerrero-Flores, Danny Joel
Tipo de recurso: artículo
Fecha de publicación:2018
País:España
Institución:Universitat Politècnica de València (UPV)
Repositorio:RiuNet. Repositorio Institucional de la Universitat Politécnica de Valéncia
Idioma:inglés
OAI Identifier:oai:riunet.upv.es:10251/164417
Acceso en línea:https://riunet.upv.es/handle/10251/164417
Access Level:acceso abierto
Palabra clave:Iterative methods
Skew-symmetric matrices
Sparse linear systems
Preconditioning
Low-rank update
MATEMATICA APLICADA
Descripción
Sumario:[EN] We present a preconditioning technique for solving nonsymmetric linear systems Ax = b, where the coefficient matrix A has a skew-symmetric part that can be well approximated with a skew-symmetric low-rank matrix. The method consists of updating a preconditioner obtained from the symmetric part of A. We present some results concerning to the approximation properties of the preconditioner and the spectral properties of the preconditioning technique. The results of the numerical experiments performed show that our strategy is competitive compared with some specific methods. (C) 2018 Elsevier B.V. All rights reserved.