On Skew-symmetric Preconditioning for Strongly Non-symmetric Linear Systems
Krukier, L.A. and Botchev, M.A. (1996) On Skew-symmetric Preconditioning for Strongly Non-symmetric Linear Systems. Zeitschrift für Angewandte Mathematik und Mechanik, 76 (Suppl.). pp. 483-484. ISSN 0044-2267
|Abstract:||To solve iteratively linear system with large sparse strongly non-symmetric matrix we propose preconditioning , where respectively lower and upper triangular matrices and are so that . Such preconditioning technique may be treated as a variant of ILU-factorization, and we call it MSSILU --- Modified Skew-Symmetric ILU.
We investigate and optimize (with respect to ) convergence of preconditioned Richardson method (RM) of the following special form: , where is the same as in . For this method we give an estimate for rate of convergence in relevant Euclidean norm for the case of positivereal matrix .
Numerical experiments have included solving linear systems arising from 5-point FD approximation of convection--diffusion equation with dominated convection by MSSILU+RM, MSSILU+GMRES(2) and MSSILU+GMRES(10).
|Copyright:||© 2003 Wiley InterScience|
Electrical Engineering, Mathematics and Computer Science (EEMCS)
|Link to this item:||http://purl.utwente.nl/publications/65614|
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