A Zero-Cost Preconditioning for a Class of Indefinite Linear Systems

نویسنده

  • AVRAM SIDI
چکیده

Systems AVRAM SIDI Computer Science Department Technion Israel Institute of Technology Haifa 32000 ISRAEL E-mail: [email protected] http://www.cs.technion.ac.il/ ̃asidi/ Abstract: We consider the solution by Krylov subspace methods of a certain class of hermitian indefinite linear systems, such as those that arise from discretization of the Stokes equations in incompressible fluid mechanics. We discuss a diagonal preconditioning of these systems that amounts to multiplying some of the equations by while the others are left unchanged. We show that this preconditioning puts all the eigenvalues of the relevant matrix in the open right half plane, enhancing the performance of the Krylov subspace methods in many cases. Key-Words: Krylov subspace methods, preconditioning, indefinite linear systems

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تاریخ انتشار 2003