Preconditioner Updates for Sequences of Nonsymmetric Linear System
نویسنده
چکیده
When the computation of efficient preconditioners for individual linear systems of a sequence is expensive, significant reduction of costs can be achieved by updating previous preconditioners. For large and sparse systems, this has been done, among others, by recycling subspaces when using a Krylov subspace method [3], by means of small rank updates when applying Quasi-Newton methods [2] or with diagonal updates for SPD systems arising from parabolic PDE’s [1]. In this contribution we consider sequences of any type of nonsymmetric systems by generalizing the approach from [1]. We show that we can define efficient updates by considering specific approximations of the difference between the system matrices [4]. The talk envisages to address both these approximations as well as permutation techniques that can make the approximations even more accurate.
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